IMTB Historical Sortino (5Y) Analysis

iShares Core 5-10 Year USD Bond ETF (IMTB)

42.29 -0.01 (-0.02%) USD | NYSEARCA | Dec 27, 16:00

42.29 0.00 (0.00%) After-Hours: 20:00

View Historical Sortino (5Y) for IMTB.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View 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.

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

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iShares Total Return Active ETF	--
Monarch Ambassador Income Index ETF	--
T Rowe Price Total Return ETF	--
Vanguard Core-Plus Bond ETF	--
Federated Hermes Total Return Bond ETF	--

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