Catalyst Insider Buying Fund A (INSAX)

21.12 -0.13 (-0.61%) USD  |  Dec 20 2024
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INSAX 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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Timothy Plan Small/Mid Cap Growth Fund A Upgrade
Neuberger Berman Mid Cap Growth Fund A Upgrade
Transamerica Mid Cap Growth A Upgrade
Goldman Sachs Mid Cap Growth Fund A Upgrade
American Century Heritage Fund A 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:INSAX", "historical_sortino_5y")
Last 5 Data Points: =YCS("M:INSAX", "historical_sortino_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.