iShares US Aerospace & Defense ETF (ITA)

235.04 -0.78 (-0.33%) USD  |  BATS  |  Jan 23, 16:00
234.98 -0.06 (-0.03%) After-Hours: 20:00
More

ITA Historical Sortino (15Y)

Historical Sortino (15Y) Chart

View Historical Sortino (15Y) for ITA.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (15Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (15Y) Range, Past 5 Years

View Historical Sortino (15Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (15Y) Benchmarks

View Historical Sortino (15Y) Benchmarks
Start Trial
iShares US Transportation ETF Upgrade
iShares US Broker-Dealers & Securities Exch ETF Upgrade
iShares Select US REIT ETF Upgrade
iShares US Medical Devices ETF Upgrade
iShares US Home Construction ETF Upgrade

Historical Sortino (15Y) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Alpha (vs YCharts Benchmark) (15Y) Upgrade
Beta (vs YCharts Benchmark) (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Max Drawdown (15Y) Upgrade
Monthly Value at Risk (VaR) 5% (15Y Lookback) Upgrade