Principal Real Asset Ins (PDSKX)

25.64 -0.33 (-1.27%) USD  |  Dec 27 2024
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PDSKX 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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Maximum
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Median

Historical Sortino (5Y) Benchmarks

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Hamilton Lane Private Assets I --
JNL/First Sentier Global Infrastructure Fund I Upgrade
Versus Capital Real Assets Upgrade
First Sentier American Listed Infrastructure Fd I --
Spirit of America Utilities Fund IS --

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