SPT Energy Group Inc (SEGYY)

0.507 0.00 (0.00%) USD  |  OTCM  |  Nov 14, 16:00
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SPT Energy Group Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for SEGYY.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
September 30, 2024 --
Date Value
August 31, 2024 --

Sortino Ratio Definition

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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Minimum
Sep 2024
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Maximum
Aug 2024
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Average
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Median

Historical Sortino (5Y) Benchmarks

Recon Technology Ltd Upgrade
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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