China SXT Pharmaceuticals Inc (SXTC)

0.43 -0.03 (-6.54%) USD  |  NASDAQ  |  Nov 14, 16:00
0.43 0.00 (0.00%) After-Hours: 20:00
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China SXT Pharmaceuticals Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for SXTC.
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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
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
July 31, 2024 --
Date Value
June 30, 2024 --
May 31, 2024 --
April 30, 2024 --
March 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
Aug 2024
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Maximum
Jul 2024
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Average
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Median

Historical Sortino (5Y) Benchmarks

Sinovac Biotech Ltd --
CASI Pharmaceuticals Inc Upgrade
Zai Lab Ltd Upgrade
Adagene Inc --
LakeShore Biopharma Co Ltd --

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