PIMCO 15+ Year US TIPS Index Exchange-Traded Fund (LTPZ)

50.78 +0.36 (+0.70%) USD  |  NYSEARCA  |  May 22, 16:00
49.67 -1.11 (-2.19%) Pre-Market: 20:00
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LTPZ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for LTPZ.
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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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State Street SPDR Portfolio TIPS ETF Upgrade
PIMCO Broad US TIPS Index Exchange-Traded Fund Upgrade
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FlexShares iBoxx 5-Year Target Duration TIPS Index Upgrade
Goldman Sachs Access Inflation Protected USD Bond 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