Fidelity Balanced Currency Neutral Pvt Pl Cl Sr S8 (FID1167)

8.269 +0.03 (+0.41%) CAD  |  Dec 24 2024
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FID1167 Historical Sortino (5Y)

Historical Sortino (5Y) 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 (5Y) Range, Past 5 Years

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Maximum
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Median

Historical Sortino (5Y) Benchmarks

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Fidelity Global Asset Alloc Curr Neu Priv Pl Sr I Upgrade
Fidelity Balanced Private Pool Class Series I8 Upgrade
Fidelity Balanced Private Pool Trust Series S5 --
Fidelity Global Asset Allocation Priv Pool Sr S5 Upgrade
Fidelity All-in-One Balanced ETF Fund - F8 --

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (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

Historical Sortino (5Y) Excel Add-In Codes

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Metric Code: historical_sortino_5y
Latest Data Point: =YCP("M:FID1167.TO", "historical_sortino_5y")
Last 5 Data Points: =YCS("M:FID1167.TO", "historical_sortino_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.