iShares US Aerospace & Defense ETF (ITA)

146.32 +2.01 (+1.39%) USD  |  BATS  |  Dec 20, 16:00
146.50 +0.18 (+0.12%) After-Hours: 20:00
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ITA Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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First Trust Industrials/Producer Drbls AlphaDEX Fd Upgrade
Invesco Aerospace & Defense ETF Upgrade
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Fidelity MSCI Industrials Index ETF Upgrade
Direxion Daily Aerospace & Defense Bull 3X Shares Upgrade

Historical Sortino (Since Inception) Related Metrics

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