Fidelity Balanced Income Curr Neu Pvt Pl Cl Sr B (FID1068)

16.14 -0.04 (-0.26%) CAD  |  Dec 27 2024
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FID1068 Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Sortino Ratio Definition

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

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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

Historical Sortino (Since Inception) Benchmarks

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Fidelity Balanced Income Private Pool Cl Sr S5 Upgrade
Fidelity Balanced Income Private Pool Trust Srs B Upgrade
Fidelity Income Allocation Series A Upgrade
Steadyhand Income Series A Upgrade
Canoe Enhanced Income Portfolio Class Series A Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade

Historical Sortino (Since Inception) Excel Add-In Codes

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Metric Code: historical_sortino_all
Latest Data Point: =YCP("M:FID1068.TO", "historical_sortino_all")
Last 5 Data Points: =YCS("M:FID1068.TO", "historical_sortino_all", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.