IYK Historical Sortino (Since Inception) Analysis

iShares US Consumer Staples ETF (IYK)

66.03 +0.29 (+0.44%) USD | NYSEARCA | Dec 20, 16:00

66.03 0.00 (0.00%) After-Hours: 20:00

View Historical Sortino (Since Inception) for IYK.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View 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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Vanguard Consumer Staples Index Fund ETF	Upgrade
Consumer Staples Select Sector SPDR Fund	Upgrade
Fidelity MSCI Consumer Staples Index ETF	Upgrade
iShares Global Consumer Staples ETF	Upgrade
First Trust Consumer Staples AlphaDEX Fund	Upgrade

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