JPMorgan BetaBuilders US Treasury Bond 20+ Yr ETF (BBLB)

84.07 +0.33 (+0.39%) USD  |  BATS  |  Dec 20, 16:00
84.27 +0.20 (+0.24%) After-Hours: 20:00
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BBLB Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Vanguard Extended Duration Treasury Index Fd ETF Upgrade
SPDR Portfolio Long Term Treasury ETF Upgrade
Invesco Equal Weight 0-30 Year Treasury ETF Upgrade
iShares 10-20 Year Treasury Bond ETF Upgrade
iShares 20+ Year Treasury Bond ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade