iShares US Consumer Discretionary ETF (IYC)

99.44 -0.19 (-0.19%) USD  |  NYSEARCA  |  Dec 26, 16:00
99.46 +0.02 (+0.02%) After-Hours: 06:12
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IYC 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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Vanguard Consumer Discretionary Index Fund ETF Upgrade
Consumer Discretionary Select Sector SPDR Fund Upgrade
Fidelity MSCI Consumer Discretionary Index ETF Upgrade
iShares Global Consumer Discretionary ETF Upgrade
KraneShares Global Luxury Index 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