Phillips 66 (PSX)

110.37 +0.02 (+0.02%) USD  |  NYSE  |  Dec 20, 16:00
110.40 +0.03 (+0.03%) After-Hours: 20:00
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Phillips 66 Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (5Y) Range, Past 5 Years

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Median

Historical Sortino (5Y) Benchmarks

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Valero Energy Corp Upgrade
Marathon Petroleum Corp Upgrade
Exxon Mobil Corp Upgrade
PBF Energy Inc Upgrade
ConocoPhillips Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade