iShares Intermediate Govt/Credit Bond ETF (GVI)

107.32 +0.10 (+0.10%) USD  |  BATS  |  Jan 23, 16:00
107.30 -0.02 (-0.01%) After-Hours: 20:00
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GVI Historical Sortino (15Y)

Historical Sortino (15Y) Chart

View Historical Sortino (15Y) for GVI.
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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 (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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iShares Core 1-5 Year USD Bond ETF --
iShares 0-5 Year Investment Grade Corporate Bd ETF --
iShares ESG Aware 1-5 Year USD Corporate Bond ETF --
iShares Core US Aggregate Bond ETF Upgrade
iShares Floating Rate Bond ETF --

Historical Sortino (15Y) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Alpha (vs YCharts Benchmark) (15Y) Upgrade
Beta (vs YCharts Benchmark) (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Max Drawdown (15Y) Upgrade
Monthly Value at Risk (VaR) 5% (15Y Lookback) Upgrade