LifeX 2060 Inflation-Protected Lngvty In ETF (LIAU)

265.56 -0.48 (-0.18%) USD  |  BATS  |  Jan 12, 16:00
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LIAU Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Maximum
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Median

Historical Sortino (Since Inception) Benchmarks

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LifeX 2065 Inflation-Protected Lngvty In ETF --
LifeX 2050 Inflation-Protected Lngvty In ETF Upgrade
LifeX 2055 Inflation-Protected Lngvty In ETF Upgrade
Northern Trust 2055 IL Distributing Ladder ETF --
Northern Trust 2045 IL Distributing Ladder ETF --

Historical Sortino (Since Inception) Related Metrics

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