Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for MADAX.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
December 31, 2020 --
November 30, 2020 --
October 31, 2020 --
September 30, 2020 --
Date Value
August 31, 2020 --
July 31, 2020 --
June 30, 2020 --

Sortino Ratio Definition

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

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

Minimum
Jul 2020
Maximum
Jun 2020
Average
Median
Sep 2020