iShares Core Total USD Bond Market ETF (IUSB)

45.76 +0.04 (+0.08%) USD  |  NASDAQ  |  Jun 20, 16:00
45.76 0.00 (0.00%) After-Hours: 18:14
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IUSB 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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Historical Sortino (5Y) Benchmarks

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iShares Core 1-5 Year USD Bond ETF Upgrade
iShares 0-5 Year High Yield Corporate Bond ETF Upgrade
iShares Yield Optimized Bond ETF Upgrade
iShares Fallen Angels USD Bond ETF Upgrade
iShares 0-5 Year Investment Grade Corporate Bd ETF Upgrade

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