JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB)

40.37 +0.15 (+0.37%) USD  |  NYSEARCA  |  Dec 10, 16:00
40.31 -0.06 (-0.15%) Pre-Market: 20:00
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JPMB 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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Goldman Sachs Access Emerging Markets USD Bond ETF --
SPDR Bloomberg International Treasury Bond ETF Upgrade
SPDR Bloomberg Short Term Intl Treasury Bd ETF Upgrade
State Street SPDR Portfolio Aggregate Bond ETF Upgrade
SPDR FTSE Intl Govt Inflation-Protected Bond 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