Apollo Diversified Real Estt I (GRIFX)

25.70 +0.13 (+0.51%) USD  |  Dec 20 2024
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GRIFX 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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Historical Sortino (5Y) Benchmarks

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Vanguard Real Estate Index Fund Institutional Upgrade
DFA Real Estate Securities Portfolio Institutional Upgrade
Cohen & Steers Institutional Realty Shares Upgrade
Vanguard Real Estate II Index Fund Institutional + Upgrade
Cohen & Steers Realty Shares I 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