iShares Global Consumer Staples ETF (KXI)

72.98 -0.41 (-0.56%) USD  |  NYSEARCA  |  Feb 25, 16:00
72.88 -0.10 (-0.14%) After-Hours: 20:00
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KXI 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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Vanguard Consumer Staples Index Fund ETF Upgrade
State Street Cons Staples Sel Sec SPDR Inc ETF Upgrade
Fidelity MSCI Consumer Staples Index ETF Upgrade
iShares US Consumer Staples ETF Upgrade
Global X PureCap MSCI Consumer Staples ETF --

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