FlexShares Credit-Scored US Long Corp Bd Index Fd (LKOR)

42.72 -0.05 (-0.12%) USD  |  BATS  |  Dec 26, 16:00
42.84 +0.12 (+0.29%) Pre-Market: 20:00
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LKOR 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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State Street SPDR Portfolio Long Term Corp Bd ETF Upgrade
WisdomTree Interest Rate Hdg US Aggr Bd Upgrade
WisdomTree US Corporate Bond Fund Upgrade
JPMorgan BetaBuilders USD Inv Gr Corp Bd ETF Upgrade
FlexShares ESG & Climate Inv Gr Corp C Ix Fund --

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