Fidelity® Flex 500 Index (FDFIX)

17.98 +0.38 (+2.16%) USD  |  Aug 10 2022

FDFIX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for FDFIX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

View and export this data back to 2022. Upgrade now.
Date Value
July 31, 2022 --
June 30, 2022 --
May 31, 2022 --
Date Value
April 30, 2022 --
March 31, 2022 --

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

Upgrade
Minimum
Jun 2022
Upgrade
Maximum
Mar 2022
Upgrade
Average
Upgrade
Median
May 2022

Historical Sortino (5Y) Benchmarks

State Street Equity 500 Index K Upgrade
iShares S&P 500 Index Investor P Upgrade
Fidelity® 500 Index Upgrade
Schwab® S&P 500 Index Upgrade
Empower S&P 500® Index Investor Upgrade

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