iShares iBoxx $ Inv Grade Corporate Bond ETF (LQD)

108.60 -0.24 (-0.23%) USD  |  NYSEARCA  |  May 01, 16:00
108.60 0.00 (0.00%) After-Hours: 20:00
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LQD Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for LQD.
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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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Historical Sortino (Since Inception) 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 Upgrade

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