iShares US Financial Services ETF (IYG)

90.96 -0.95 (-1.03%) USD  |  NYSEARCA  |  Feb 10, 16:00
90.96 0.00 (0.00%) After-Hours: 20:00
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IYG 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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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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iShares US Broker-Dealers & Securities Exch ETF Upgrade
iShares US Insurance ETF Upgrade
iShares US Regional Banks ETF Upgrade
iShares US Pharmaceuticals ETF Upgrade
iShares Select US REIT 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