Fuller & Thaler Behav Md-Cp Val C (FTVCX)

31.32 +0.42 (+1.36%) USD  |  Aug 12 2022

FTVCX Historical Sortino (All)

Historical Sortino (All) Chart

View Historical Sortino (All) for FTVCX.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (All) Data

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Date Value
July 31, 2022 --
June 30, 2022 --
May 31, 2022 --
Date Value
April 30, 2022 --
March 31, 2022 --

Sortino Ratio Definition

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

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Historical Sortino (All) Range, Past 5 Years

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Minimum
Jun 2022
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Maximum
Mar 2022
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Average
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Median
May 2022

Historical Sortino (All) Benchmarks

Sterling Capital Mid Value C Upgrade
Delaware Mid Cap Value C Upgrade
Pioneer Mid Cap Value C Upgrade
Lyrical US Value Equity C Upgrade
Guggenheim SMid Cap Value C Upgrade

Historical Sortino (All) Related Metrics

Alpha (All) Upgrade
Beta (All) Upgrade
Annualized Standard Deviation of Monthly Returns (All) Upgrade
Historical Sharpe Ratio (All) Upgrade
Max Drawdown (All) Upgrade
Monthly Value at Risk (VaR) 5% (All) Upgrade