iShares ESG Advanced High Yield Corporate Bond ETF (HYXF)

46.16 -0.16 (-0.33%) USD  |  NASDAQ  |  Dec 27, 16:00
46.09 -0.06 (-0.14%) After-Hours: 20:00
More

HYXF Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for HYXF.
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

Sortino Ratio Definition

View Sortino Ratio Definition
Start Trial

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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
Invesco Fundamental High Yield Corp Bd ETF Upgrade
iShares Interest Rate Hedged High Yield Bond ETF Upgrade
Goldman Sachs Access High Yield Corporate Bond ETF Upgrade
Invesco BulletShares 2027 Hi Yld Corp Bd ETF Upgrade
Invesco BulletShares 2028 Hi Yld Corp Bd ETF --

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