JPMorgan BetaBldrs 1-5 Yr US Aggt Bd ETF (BBSA)

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BBSA Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for BBSA.
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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
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
Date Value
July 31, 2024 --
June 30, 2024 --
May 31, 2024 --

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
Jun 2024
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Maximum
Sep 2024
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Average
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Median

Historical Sortino (5Y) Benchmarks

WisdomTree US Shrt-Term Corp Bd Upgrade
Nuveen ESG 1-5 Year US Aggt Bd ETF Upgrade
WisdomTree Yield Enh US S-T Aggt Bd ETF Upgrade
F/M 2-Yr Invmt Grd Corp Bd ETF --
F/M 3-Yr Invmt Grd Corp Bd ETF --

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