PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS)

93.48 -0.33 (-0.35%) USD  |  NYSEARCA  |  Apr 10, 16:00
93.46 -0.02 (-0.02%) After-Hours: 20:00
More

HYS Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for HYS.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
State Street SPDR Portfolio High Yield Bond ETF Upgrade
State Street SPDR Bloomberg High Yield Bond ETF Upgrade
Invesco Bloomberg Enhanced Fallen Angels ETF Upgrade
JPMorgan BetaBuilders USD High Yield Corp Bd ETF Upgrade
Goldman Sachs Access High Yield Corporate Bond ETF Upgrade

Historical Sortino (5Y) Related Metrics

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