iShares Floating Rate Bond ETF (FLOT)

50.77 -0.20 (-0.39%) USD  |  BATS  |  Dec 19, 16:00
50.79 +0.02 (+0.04%) After-Hours: 20:00
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FLOT Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for FLOT.
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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 (5Y) Range, Past 5 Years

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Median

Historical Sortino (5Y) Benchmarks

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iShares Treasury Floating Rate Bond ETF Upgrade
iShares Interest Rate Hedged Corporate Bond ETF Upgrade
iShares Interest Rate Hedged US Aggregate Bond ETF --
iShares Intermediate Govt/Credit Bond ETF Upgrade
iShares Core 1-5 Year USD Bond ETF Upgrade

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