BMED Historical Sortino (3Y) Analysis

iShares Health Innovation Active ETF (BMED)

25.16 -0.25 (-0.98%) USD | NYSEARCA | Dec 27, 16:00

View Historical Sortino (3Y) for BMED.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View 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.

View Historical Sortino (3Y) Range, Past 5 Years

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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