Sociedad Quimica y Minera de Chile SA (SQM)

80.98 +3.22 (+4.14%) USD  |  NYSE  |  Jan 13, 16:00
80.61 -0.37 (-0.46%) Pre-Market: 07:39
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Sociedad Quimica y Minera de Chile Historical Sortino (5Y)

Historical Sortino (5Y) 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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Albemarle Corp. Upgrade
Cerro Grande Mining Corp. Upgrade
Chilean Cobalt Corp. --
Rio Tinto Plc Upgrade
MP Materials Corp. 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