SPDR S&P MidCap 400 ETF (MDY)

570.23 +2.01 (+0.35%) USD  |  NYSEARCA  |  Dec 20, 16:00
571.60 +1.37 (+0.24%) After-Hours: 06:29
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MDY Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for MDY.
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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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SPDR Portfolio S&P 400 Mid Cap ETF Upgrade
iShares Core S&P Mid-Cap ETF Upgrade
Vanguard S&P Mid-Cap 400 Index Fund ETF Upgrade
Vanguard Extended Market Index Fund ETF Upgrade
JPMorgan BetaBuilders US Mid Cap Equity 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