iShares 1-5 Year Investment Grade Corporate Bd ETF (IGSB)

52.88 -0.04 (-0.08%) USD  |  NASDAQ  |  Dec 12, 11:03
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IGSB Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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VanEck IG Floating Rate ETF Upgrade
iShares Broad USD Investment Grade Corporate Bond Upgrade
iShares 5-10 Yr Investment Grade Corporate Bd ETF Upgrade
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iShares 7-10 Year Treasury Bond 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