State Street SPDR S&P Regional Banking ETF (KRE)

67.68 -2.25 (-3.22%) USD  |  NYSEARCA  |  Jan 23, 13:31
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KRE Historical Sortino (15Y)

Historical Sortino (15Y) Chart

View Historical Sortino (15Y) for KRE.
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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 (15Y) Range, Past 5 Years

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Median

Historical Sortino (15Y) Benchmarks

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State Street SPDR S&P Bank ETF Upgrade
VanEck BDC Income ETF --
State Street Financial Sel Sec SPDR ETF Upgrade
State Street SPDR S&P Insurance ETF Upgrade
Invesco KBW High Dividend Yield Financial ETF Upgrade

Historical Sortino (15Y) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Alpha (vs YCharts Benchmark) (15Y) Upgrade
Beta (vs YCharts Benchmark) (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Max Drawdown (15Y) Upgrade
Monthly Value at Risk (VaR) 5% (15Y Lookback) Upgrade