Taylor Frigon Core Growth (TFCGX)

14.74 -0.74 (-4.78%) USD  |  May 18 2022

TFCGX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for TFCGX.
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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
April 30, 2022 --
March 31, 2022 --
February 28, 2022 --
Date Value
January 31, 2022 --
December 31, 2021 --

Sortino Ratio Definition

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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Minimum
Apr 2022
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Maximum
Dec 2021
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Average
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Median
Feb 2022

Historical Sortino (5Y) Benchmarks

Allspring Emerging Growth Admin Upgrade
Lord Abbett Micro Cap Growth F Upgrade
Lord Abbett Developing Growth P Upgrade
Principal SmallCap Growth I J Upgrade
Baillie Gifford US Discovery K --

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (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