iShares Core 1-5 Year USD Bond ETF (ISTB)

47.73 -0.01 (-0.02%) USD  |  NASDAQ  |  Jan 07, 14:07
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ISTB Historical Sortino (5Y)

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

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Median

Historical Sortino (5Y) Benchmarks

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iShares 1-5 Year Investment Grade Corporate Bd ETF Upgrade
Vanguard Short-Term Corporate Bond Idx Fd ETF Upgrade
iShares 0-5 Year Investment Grade Corporate Bd ETF Upgrade
iShares Intermediate Govt/Credit Bond ETF Upgrade
American Century Short Duration Strat Income ETF --

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