State Street SPDR Bloomberg 1-3 Month T-Bill ETF (BIL)

91.58 +0.02 (+0.02%) USD  |  NYSEARCA  |  Feb 24, 16:00
91.58 0.00 (0.00%) Pre-Market: 09:11
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BIL Historical Sortino (3Y)

Historical Sortino (3Y) 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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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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Goldman Sachs Access Treasury 0-1 Year ETF Upgrade
State Street SPDR Bloomberg 3-12 Month T-Bill ETF --
WisdomTree Floating Rate Treasury Fund --
Invesco Short Term Treasury ETF --
Global X 1-3 Month T-Bill ETF --

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade