Vanguard Total Bond Market Index Fund ETF (BND)

73.64 -0.11 (-0.15%) USD  |  NASDAQ  |  Apr 10, 16:00
73.87 +0.23 (+0.31%) After-Hours: 20:00
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BND 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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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Vanguard Intermediate-Term Bond Index Fund ETF Upgrade
Vanguard Intermediate-Term Treasury Index Fd ETF Upgrade
Vanguard Total Corporate Bond ETF Upgrade
Vanguard Short-Term Bond Index Fund ETF Upgrade
Vanguard Extended Duration Treasury Index Fd ETF 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