iShares JPMorgan USD Emerging Markets Bond ETF (EMB)

96.46 -0.08 (-0.08%) USD  |  NASDAQ  |  Dec 04, 16:00
96.48 +0.02 (+0.02%) After-Hours: 20:00
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EMB Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for EMB.
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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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Historical Sortino (Since Inception) Benchmarks

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iShares JP Morgan EM Corporate Bond ETF Upgrade
iShares JP Morgan EM High Yield Bond ETF Upgrade
iShares JPMorgan Broad USD Emerging Mkts Bd ETF Upgrade
Invesco Emerging Markets Sovereign Debt ETF Upgrade
iShares JP Morgan EM Local Currency Bond 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