Franklin US Treasury Bond ETF (FLGV)

20.23 0.00 (0.00%) USD  |  NYSEARCA  |  Dec 16, 16:00
20.23 0.00 (0.00%) After-Hours: 16:16
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FLGV 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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Sortino Ratio Definition

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

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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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SPDR Portfolio Intermediate Term Treasury ETF Upgrade
Schwab Intermediate-Term US Treasury ETF Upgrade
iShares 3-7 Year Treasury Bond ETF Upgrade
JPMorgan BetaBuilders US Treasury Bond 3-10 Yr ETF Upgrade
SPDR Portfolio Treasury --

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