iShares Core Universal USD Bond ETF (IUSB)

45.82 +0.04 (+0.09%) USD  |  NASDAQ  |  May 21, 16:00
45.00 -0.82 (-1.79%) After-Hours: 04:19
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IUSB Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for IUSB.
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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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Historical Sortino Ratio Definition

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

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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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iShares Systematic Bond ETF Upgrade
iShares ESG Advanced Universal USD Bond Market ETF Upgrade
iShares Core 5-10 Year USD Bond ETF Upgrade
iShares Core US Aggregate Bond ETF Upgrade
iShares Aaa - A Rated Corporate Bond ETF 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