Tokyo Electric Power Co Holdings (TKECF)

2.894 0.00 (0.00%) USD  |  OTCM  |  Jan 07, 16:00
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Tokyo Electric Power Co Holdings 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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Sortino Ratio Definition

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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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Historical Sortino (5Y) Benchmarks

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Chubu Electric Power Co Inc Upgrade
Kansai Electric Power Co Inc Upgrade
Tohoku Electric Power Co Inc --
Electric Power Development Co Ltd --
Kyushu Electric Power Co Inc --

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