First Trust NASDAQ Clean Edge Green Energy Idx Fd (QCLN)

35.16 -1.28 (-3.51%) USD  |  NASDAQ  |  Jan 08, 16:00
35.14 -0.02 (-0.06%) After-Hours: 20:00
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QCLN Historical Sortino (3Y)

Historical Sortino (3Y) 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 (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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Invesco Solar ETF Upgrade
VanEck Uranium and Nuclear Energy ETF Upgrade
ALPS Clean Energy ETF Upgrade
Global X Hydrogen ETF Upgrade
Tuttle Capital Self Defense Index ETF --

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade