Fidelity Conservative Income Private Pl Sr I8 USD (FID2782)

7.531 +0.04 (+0.58%) USD  |  Dec 20 2024
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FID2782 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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Median

Historical Sortino (Since Inception) Benchmarks

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Fidelity Conservative Income Series T8 Upgrade
Fidelity Conservative Managed Risk Portfolio Sr S8 Upgrade
Fidelity All-in-One Conservative ETF Fund - B Upgrade
TD Global Conservative Opportunities Premium Srs Upgrade
Fidelity Income Class Portfolio Series T8 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:FID2782.TO", "historical_sortino_all")
Last 5 Data Points: =YCS("M:FID2782.TO", "historical_sortino_all", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.