LP40223998 Historical Sortino (5Y) Trends

SA Large Cap Value Index Portfolio 1 (LP40223998)

19.59 -0.01 (-0.05%) USD | Jan 12 2026

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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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (5Y) Range, Past 5 Years

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Minimum

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Median

Historical Sortino (5Y) Benchmarks

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