Blackrock Investment Quality Municipal Trust, Inc. (BKN)

11.21 -0.07 (-0.62%) USD  |  NYSE  |  Dec 23, 12:14
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BKN Historical Sortino (5Y)

Historical Sortino (5Y) 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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Blackrock Municipal Income Trust Upgrade
BLACKROCK MUNIYIELD QUALITY FUND II, INC. Upgrade
Blackrock Municipal Income Quality Trust Upgrade
Blackrock Muniholdings Fund Inc Upgrade
Blackrock Munivest Fund II Inc 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