State Street SPDR Bloomberg High Yield Bond ETF (JNK)

95.91 +0.19 (+0.20%) USD  |  NYSEARCA  |  Apr 06, 16:00
94.95 -0.96 (-1.00%) After-Hours: 06:14
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JNK Historical Sortino (10Y)

Historical Sortino (10Y) Chart

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Sep '18
Jan '19
May '19
 
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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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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PIMCO 0-5 Year High Yield Corporate Bond Index ETF Upgrade
State Street SPDR Portfolio High Yield Bond ETF Upgrade
Invesco Bloomberg Enhanced Fallen Angels ETF Upgrade
State Street SPDR Bloomberg Shrt Trm Hg Yld Bd ETF Upgrade
JPMorgan BetaBuilders USD High Yield Corp Bd ETF --

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade