iShares iBonds Dec 2028 Term Treasury ETF (IBTI)

22.12 -0.03 (-0.14%) USD  |  NASDAQ  |  Mar 12, 16:00
22.13 +0.01 (+0.05%) After-Hours: 20:00
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IBTI 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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Historical Sortino (Since Inception) Benchmarks

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iShares iBonds Dec 2029 Term Treasury ETF Upgrade
iShares iBonds Dec 2027 Term Treasury ETF Upgrade
iShares iBonds Dec 2025 Term Treasury ETF Upgrade
iShares iBonds Dec 2026 Term Treasury ETF Upgrade
iShares iBonds Oct 2027 Term TIPS 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