First Trust Alerian US NextGen Infrastructure ETF (RBLD)

67.13 +0.25 (+0.37%) USD  |  NYSEARCA  |  Jan 08, 16:00
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RBLD Historical Sortino (3Y)

Historical Sortino (3Y) Chart

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Sep '18
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May '19
 
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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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SPDR S&P Kensho Final Frontiers ETF Upgrade
iShares US Manufacturing ETF --
First Trust Industrials/Producer Drbls AlphaDEX Fd Upgrade
iShares US Aerospace & Defense ETF Upgrade
Invesco Aerospace & Defense ETF Upgrade

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