Historical Sortino (5Y) Chart

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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
June 30, 2022 --
May 31, 2022 --
April 30, 2022 --
Date Value
March 31, 2022 --
February 28, 2022 --
January 31, 2022 --

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
Jun 2022
Maximum
Jan 2022
Average
Median

Historical Sortino (5Y) Related Metrics