iShares 3-7 Year Treasury Bond ETF (IEI)

119.36 -0.11 (-0.09%) USD  |  NASDAQ  |  Dec 12, 14:45
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IEI Historical Sortino (5Y)

Historical Sortino (5Y) 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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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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iShares US Treasury Bond ETF Upgrade
iShares iBonds Dec 2027 Term Treasury ETF Upgrade
iShares iBonds Dec 2025 Term Treasury ETF Upgrade
iShares iBonds Dec 2028 Term Treasury ETF Upgrade
iShares iBonds Dec 2026 Term Treasury ETF Upgrade

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