USD Partners LP (USDP)

0.035 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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USD Partners Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for USDP.
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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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CSX Corp Upgrade
Norfolk Southern Corp Upgrade
Union Pacific Corp Upgrade
Radiant Logistics Inc Upgrade
Volato Group 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