iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ)

9.465 +0.03 (+0.32%) USD  |  BATS  |  Dec 09, 16:00
9.45 -0.02 (-0.16%) After-Hours: 19:26
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GOVZ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for GOVZ.
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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 10-20 Year Treasury Bond ETF Upgrade
iShares 20+ Year Treasury Bond ETF Upgrade
iShares 7-10 Year Treasury Bond ETF Upgrade
iShares iBonds Dec 2031 Term Treasury ETF Upgrade
iShares iBonds Dec 2032 Term Treasury 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