SPDR MarketAxess Investment Grade 400 Corp Bd ETF (LQIG)

93.59 -0.20 (-0.21%) USD  |  NYSEARCA  |  Dec 23, 16:00
93.59 0.00 (0.00%) After-Hours: 20:00
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LQIG Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for LQIG.
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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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Sortino Ratio Definition

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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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Historical Sortino (Since Inception) Benchmarks

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Invesco Fundmntl Invest Grade Corp Bond ETF Upgrade
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JPMorgan BetaBuilders USD Inv Gr Corp Bd ETF Upgrade
VanEck Moody's Analytics IG 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