Tradeweb Markets Inc (TW)

128.77 +0.07 (+0.05%) USD  |  NASDAQ  |  Nov 15, 16:00
128.77 0.00 (0.00%) After-Hours: 16:48
More

Tradeweb Markets Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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

Historical Historical Sortino (5Y) Data

View and export this data back to 2024. Upgrade now.
Date Value
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
Date Value
July 31, 2024 --
June 30, 2024 --

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

Upgrade
Minimum
Jul 2024
Upgrade
Maximum
Sep 2024
Upgrade
Average
Upgrade
Median
Aug 2024

Historical Sortino (5Y) Benchmarks

The Goldman Sachs Group Inc Upgrade
Ares Capital Corp Upgrade
Capital Southwest Corp Upgrade
Rand Capital Corp Upgrade
Cohen & Co Inc 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