iShares 3-7 Year Treasury Bond ETF (IEI)

118.30 +0.23 (+0.19%) USD  |  NASDAQ  |  Apr 07, 16:00
118.34 +0.04 (+0.03%) After-Hours: 17:50
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IEI Historical Sortino (15Y)

Historical Sortino (15Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Historical Sortino Ratio Definition

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

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Historical Sortino (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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iShares US Treasury Bond ETF --
iShares iBonds Dec 2027 Term Treasury ETF --
iShares iBonds Dec 2029 Term Treasury ETF --
iShares iBonds Dec 2028 Term Treasury ETF --
iShares iBonds Dec 2026 Term Treasury ETF --

Historical Sortino (15Y) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Alpha (vs YCharts Benchmark) (15Y) Upgrade
Beta (vs YCharts Benchmark) (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Max Drawdown (15Y) Upgrade
Monthly Value at Risk (VaR) 5% (15Y Lookback) Upgrade