Nasdaq-100 Notional Net Total Return GBP (^NA100AEOTR)

2245.44 -3.26 (-0.15%) GBP  |  May 20, 20:00

Nasdaq-100 Notional Net Total Return GBP Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for ^NA100AEOTR.
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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
April 30, 2022 --
Date Value
March 31, 2022 --

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
Apr 2022
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Maximum
Mar 2022
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Average
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Median

Historical Sortino (5Y) Related Metrics

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