Sortino ratio is not yet available for FSSL. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar stocks
The table compares FS Specialty Lending Fund's Sortino Ratio with other stocks in the Asset Management industry across multiple time periods, showing how FSSL's risk-adjusted performance compares to industry peers.
Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jul 17, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| HQL | Tekla Life Sciences Investors | 4.15 | |||
| STT | State Street Corporation | 3.86 | |||
| MAAS | Highest Performances Holdings Inc | 3.85 | |||
| RMT | Royce Micro-Cap Trust, Inc. | 3.64 | |||
| OXLCP | Oxford Lane Capital Corp. | 3.38 | |||
| VKQ | Invesco Municipal Trust | 3.37 | |||
| DNP | DNP Select Income Fund Inc. | 3.35 | |||
| GAM | General American Investors Company, Inc. | 3.31 | |||
| AMG | Affiliated Managers Group, Inc. | 3.31 | |||
| HQH | Tekla Healthcare Investors | 3.17 | |||
| FSSL | FS Specialty Lending Fund | — |
Historical Sortino Ratio
The chart shows FSSL's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when FSSL consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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