SPDR® SSGA Fixed Inc Sect Rotation ETF (FISR)

25.70 +0.08 (+0.29%) USD  |  NYSEARCA  |  Nov 14, 12:43
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FISR Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for FISR.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
Date Value
July 31, 2024 --
June 30, 2024 --

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (5Y) Range, Past 5 Years

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Minimum
Oct 2024
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Maximum
Sep 2024
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Average
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Median
Aug 2024

Historical Sortino (5Y) Benchmarks

iShares Government/Credit Bond ETF Upgrade
iShares Yield Optimized Bond ETF Upgrade
SPDR® Portfolio Aggregate Bond ETF Upgrade
Anfield Dynamic Fixed Income ETF --
Brookstone Intermediate Bond 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