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

51.56 -0.04 (-0.08%) USD  |  NASDAQ  |  Dec 23, 11:35
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IGSB 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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Vanguard Short-Term Corporate Bond Idx Fd ETF Upgrade
iShares Core 1-5 Year USD Bond ETF Upgrade
iShares 0-5 Year Investment Grade Corporate Bd ETF Upgrade
Vanguard Short-Term Bond Index Fund ETF Upgrade
iShares Intermediate Govt/Credit Bond 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