JPMorgan Ultra-Short Income ETF (JPST)

50.42 0.00 (0.00%) USD  |  NYSEARCA  |  Jan 07, 14:43
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JPST 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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PIMCO Enhanced Short Maturity Active Exch Tr Upgrade
iShares Ultra Short-Term Bond Active ETF Upgrade
AB Ultra Short Income ETF --
Invesco Ultra Short Duration ETF Upgrade
iShares Floating Rate 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