Global X 1-3 Month T-Bill ETF (CLIP)

100.18 0.00 (0.00%) USD  |  NYSEARCA  |  Dec 08, 11:10
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CLIP Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

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

Historical Sortino (Since Inception) Related Metrics

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