Companhia De Saneamento Basico Do Estado De Sao Paulo (SBS)

14.32 +0.04 (+0.28%) USD  |  NYSE  |  Dec 24, 16:00
More

Companhia De Saneamento Basico Do Estado De Sao Paulo Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for SBS.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Sortino Ratio Definition

View Sortino Ratio Definition
Start Trial

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

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
Cia Energetica DE Minas Gerais - Cemig Upgrade
Centrais Eletricas Brasileiras SA Upgrade
Cia Paranaense De Energia Copel Upgrade
ENGIE Brasil Energia SA Upgrade
Light SA 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