Global X Long-Term Treasury Ladder ETF (LLDR)

46.14 0.00 (0.00%) USD  |  NYSEARCA  |  Nov 25, 16:00
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LLDR Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for LLDR.
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Sep '18
Jan '19
May '19
 
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270.00
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240.00

Historical Historical Sortino (Since Inception) Data

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Date Value

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

BondBloxx Bloomberg TwentyYrTrgDuUSTrETF Upgrade
US Treasury 30 Year Bond ETF Upgrade
US Treasury 20 Year Bond ETF Upgrade
Amplify Bloomberg U.S. Trs Trgt HiIncETF --
Vanguard Extended Duration Trs ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade