iShares iBoxx $ High Yield Corporate Bond ETF (HYG)

80.28 -0.44 (-0.55%) USD  |  NYSEARCA  |  Mar 02, 16:00
80.00 -0.28 (-0.35%) After-Hours: 06:48
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HYG Historical Sortino (10Y)

Historical Sortino (10Y) 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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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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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iShares 0-5 Year High Yield Corporate Bond ETF Upgrade
Xtrackers USD High Yld Corporate Bd ETF --
iShares High Yield Systematic Bond ETF --
FlexShares High Yield Value-Scored Bond Index Fund --
iShares Interest Rate Hedged High Yield Bond ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade