Sopra Steria Group SA (SPSAF)

238.27 0.00 (0.00%) USD  |  OTCM  |  May 31, 16:00
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Sopra Steria Group Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for SPSAF.
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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
May 31, 2024 --
April 30, 2024 --
March 31, 2024 --
Date Value
February 29, 2024 --
January 31, 2024 --
December 31, 2023 --

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
Mar 2024
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Maximum
Feb 2024
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Average
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Median

Historical Sortino (5Y) Benchmarks

Sequans Communications SA Upgrade
Capgemini SE Upgrade
Atos SE Upgrade
AMTD Digital Inc --
Alten --

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