S&P GSCI Energy Total Return (^SG4F)
620.14
+4.73
(+0.77%)
USD |
Dec 22, 21:40
S&P GSCI Energy Total Return Historical Sortino (Since Inception)
Historical Sortino (Since Inception) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
Sortino Ratio Definition
The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.
Historical Sortino (Since Inception) Range, Past 5 Years
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Minimum
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Maximum
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Average
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Median