iShares ESG Advanced High Yield Corporate Bond ETF (HYXF)

46.31 +0.28 (+0.61%) USD  |  NASDAQ  |  Dec 20, 16:00
46.30 -0.01 (-0.02%) After-Hours: 20:00
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HYXF Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for HYXF.
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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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Sortino Ratio Definition

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

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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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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 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