SEI Inst Mgd Large Cap Index Fund F (SLGFX)

22.99 +0.02 (+0.09%) USD  |  Dec 04 2025
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SLGFX 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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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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Median

Historical Sortino (5Y) Benchmarks

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Fidelity ZERO Total Market Index Fund Upgrade
Principal LargeCap S&P 500 Index Fund J Upgrade
Schwab S&P 500 Index Fund Upgrade
iShares S&P 500 Index Fund G Upgrade
MoA Equity Index Fund 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:SLGFX", "historical_sortino_5y")
Last 5 Data Points: =YCS("M:SLGFX", "historical_sortino_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.