Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for ^NYB.
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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
November 30, 2020 --
October 31, 2020 --
September 30, 2020 --
August 31, 2020 --
Date Value
July 31, 2020 --
June 30, 2020 --
May 31, 2020 --

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

Minimum
Jun 2020
Maximum
Nov 2020
Average
Median
May 2020