State Street SPDR DoubleLine Emrg Mrkts Fxd In ETF (EMTL)

43.53 +0.06 (+0.14%) USD  |  BATS  |  Jan 21, 15:30
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EMTL Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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iShares JP Morgan EM Corporate Bond ETF Upgrade
Global X Emerging Markets Bond ETF Upgrade
Neuberger Berman Emerging Mkts Dbt Hrd Crrency ETF Upgrade
VanEck Emerging Markets High Yield Bond ETF Upgrade
State Street SPDR Bloomberg Emerg Mkts USD Bd ETF --

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