FullerThaler Behavioral Sml-Cp Equity Fund Inst (FTHSX)

48.19 -0.25 (-0.52%) USD  |  Dec 12 2024
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FTHSX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FTHSX.
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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

View Historical Sortino (Since Inception) Range, Past 5 Years
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Median

Historical Sortino (Since Inception) Benchmarks

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DFA US Small Cap I Upgrade
Fidelity Advisor Stock Selector Small Cap Fund I Upgrade
JNL Small Cap Index Fund I Upgrade
Fidelity Series Small Cap Opportunities Fund Upgrade
Columbia Small Cap Index Inst 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

View Historical Sortino (Since Inception) Excel Add-In Codes
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Metric Code: historical_sortino_all
Latest Data Point: =YCP("M:FTHSX", "historical_sortino_all")
Last 5 Data Points: =YCS("M:FTHSX", "historical_sortino_all", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.