iShares High Yield Systematic Bond ETF (HYDB)

46.94 -0.01 (-0.02%) USD  |  BATS  |  Dec 24, 16:00
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HYDB Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for HYDB.
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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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Median

Historical Sortino (Since Inception) Benchmarks

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SPDR Bloomberg High Yield Bond ETF Upgrade
PIMCO 0-5 Year High Yield Corporate Bond Index ETF Upgrade
SPDR Portfolio High Yield Bond ETF Upgrade
iShares 0-5 Year High Yield Corporate Bond ETF Upgrade
iShares iBoxx $ High Yield Corporate Bond 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