iShares Core S&P Small-Cap ETF (IJR)

129.70 -1.69 (-1.29%) USD  |  NYSEARCA  |  Feb 27, 16:00
127.88 -1.82 (-1.40%) Pre-Market: 08:25
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IJR Historical Sortino (10Y)

Historical Sortino (10Y) 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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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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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iShares US Small-Cap Equity Factor ETF Upgrade
iShares ESG Select Screened S&P Small-Cap ETF --
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iShares S&P Small-Cap 600 Value ETF Upgrade
iShares S&P Small-Cap 600 Growth ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade