iShares iBoxx $ Inv Grade Corporate Bond ETF (LQD)

111.65 -0.03 (-0.03%) USD  |  NYSEARCA  |  Feb 25, 16:00
111.66 +0.01 (+0.01%) After-Hours: 20:00
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LQD 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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iShares Aaa - A Rated Corporate Bond ETF Upgrade
iShares ESG Aware USD Corporate Bond ETF Upgrade
iShares Investment Grade Systematic Bond ETF Upgrade
iShares Inflation Hedged Corporate Bond ETF Upgrade
iShares BBB Rated Corporate Bond 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