RDVY Historical Sortino (10Y) Analysis

First Trust Rising Dividend Achievers ETF (RDVY)

69.01 -0.68 (-0.98%) USD | NASDAQ | Dec 17, 16:00

69.04 +0.02 (+0.04%) After-Hours: 20:00

Historical Sortino (10Y) 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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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (10Y) Range, Past 5 Years

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Average

Median

Historical Sortino (10Y) Benchmarks

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First Tr Morningstar Dividend Leaders Index Fund	Upgrade
Schwab US Dividend Equity ETF	Upgrade
WisdomTree US LargeCap Dividend Fund	Upgrade
Invesco S&P 500 Revenue ETF	Upgrade
Schwab US Large-Cap Value ETF	Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y)	Upgrade
Beta (10Y)	Upgrade
Alpha (vs YCharts Benchmark) (10Y)	Upgrade
Beta (vs YCharts Benchmark) (10Y)	Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback)	Upgrade
Historical Sharpe Ratio (10Y)	Upgrade
Max Drawdown (10Y)	Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback)	Upgrade