iShares Core US Aggregate Bond ETF (AGG)

96.77 -0.19 (-0.20%) USD  |  NYSEARCA  |  Dec 24, 16:00
More

AGG Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for AGG.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Sortino Ratio Definition

View Sortino Ratio Definition
Start Trial

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

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
SPDR Portfolio Aggregate Bond ETF Upgrade
Schwab US Aggregate Bond ETF Upgrade
BNY Mellon Core Bond ETF --
JPMorgan BetaBuilders US Aggregate Bond ETF Upgrade
Vanguard Intermediate-Term Bond Index Fund ETF 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