iShares iBonds Oct 2034 Term TIPS ETF (IBIK)

24.58 -0.06 (-0.23%) USD  |  NYSEARCA  |  Dec 23, 16:00
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IBIK Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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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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Median

Historical Sortino (Since Inception) Benchmarks

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iShares iBonds Oct 2033 Term TIPS ETF Upgrade
iShares iBonds Dec 2044 Term Treasury ETF --
iShares iBonds Dec 2034 Term Treasury ETF --
iShares iBonds Dec 2027 Term Treasury ETF Upgrade
BondBloxx Bloomberg 20 Yr Tgt Duration US Trsy 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade