Fidelity Canadian Disciplined Equity Series B (FID224)

62.36 -0.17 (-0.27%) CAD  |  Dec 27 2024
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FID224 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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Median

Historical Sortino (5Y) Benchmarks

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Fidelity True North Series B Upgrade
Mackenzie Canadian Equity Investor Series Upgrade
RBC Canadian Index Sr DZ Upgrade
Fidelity Concentrated Canadian Eq Pvt Pl Cl Sr S8 Upgrade
Fidelity Canadian Equity Private Pool Series S8 Upgrade

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:FID224.TO", "historical_sortino_5y")
Last 5 Data Points: =YCS("M:FID224.TO", "historical_sortino_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.