iShares S&P Mid-Cap 400 Value ETF (IJJ)

132.96 -0.28 (-0.21%) USD  |  NYSEARCA  |  Mar 11, 16:00
132.90 -0.06 (-0.05%) After-Hours: 20:00
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IJJ Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for IJJ.
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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 Select Dividend ETF Upgrade
iShares Core S&P Mid-Cap ETF Upgrade
iShares S&P Mid-Cap 400 Growth ETF Upgrade
iShares S&P Small-Cap 600 Value ETF Upgrade
iShares Core S&P Small-Cap 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