IEO Historical Sortino (3Y) Analysis

iShares US Oil & Gas Exploration & Production ETF (IEO)

93.39 +0.63 (+0.68%) USD | BATS | Jan 08, 16:00

93.93 +0.54 (+0.58%) Pre-Market: 05:30

View Historical Sortino (3Y) for IEO.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View 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.

View Historical Sortino (3Y) Range, Past 5 Years

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Alpha (vs YCharts Benchmark) (3Y)	Upgrade
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Annualized Standard Deviation of Monthly Returns (3Y Lookback)	Upgrade
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Max Drawdown (3Y)	Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback)	Upgrade