iShares High Yield Corporate Bond BW Strat ETF (HYGW)

29.94 +0.04 (+0.13%) USD  |  BATS  |  Jan 09, 16:00
29.95 +0.01 (+0.03%) Pre-Market: 20:00
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HYGW Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for HYGW.
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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 Investment Grade Corporate Bd BW Strat ETF Upgrade
iShares 20+ Year Treasury Bond BuyWrite Strat ETF Upgrade
Invesco Fundamental High Yield Corp Bd ETF Upgrade
iShares US & Intl High Yield Corp Bond ETF Upgrade
Invesco Global ex-US 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