Nasdaq-100 (^NDX)

29125.20 -455.10 (-1.54%) USD  |  May 15, 20:00
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Nasdaq-100 Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for ^NDX.
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Sep '18
Jan '19
May '19
 
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Historical Data

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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Related Metrics

Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade