iShares Interest Rate Hedged High Yield Bond ETF (HYGH)

85.88 +0.30 (+0.35%) USD  |  NYSEARCA  |  Mar 04, 16:00
85.50 -0.38 (-0.44%) Pre-Market: 20:00
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HYGH Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for HYGH.
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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 ESG Advanced High Yield Corporate Bond ETF --
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Xtrackers USD High Yld Corporate Bd ETF --
iShares High Yield Systematic Bond ETF --

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