PIMCO Enhanced Low Duration Active Exchange-Traded (LDUR)

96.47 +0.11 (+0.11%) USD  |  NYSEARCA  |  Feb 27, 16:00
96.43 -0.04 (-0.04%) After-Hours: 20:00
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LDUR Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for LDUR.
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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 (10Y) Range, Past 5 Years

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Median

Historical Sortino (10Y) Benchmarks

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VictoryShares Short-Term Bond ETF --
Eaton Vance Short Duration Income ETF Upgrade
State Street SPDR Portfolio Short Trm Corp Bd ETF Upgrade
iShares Short Duration Bond Active ETF Upgrade
JPMorgan Short Duration Core Plus 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