iShares Interest Rate Hedged Long-Term Corp Bd (IGBH)

24.30 +0.07 (+0.29%) USD  |  NYSEARCA  |  Dec 24, 12:16
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IGBH 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 Interest Rate Hedged Corporate Bond ETF Upgrade
Invesco Fundmntl Invest Grade Corp Bond ETF Upgrade
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SPDR Bloomberg Investment Grade Floating Rate ETF Upgrade
VanEck IG Floating Rate 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