iShares National Muni Bond ETF (MUB)

107.62 -0.11 (-0.10%) USD  |  NYSEARCA  |  Jan 16, 16:00
108.00 +0.38 (+0.35%) After-Hours: 20:00
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MUB 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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Median

Historical Sortino (5Y) Benchmarks

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iShares California Muni Bond ETF Upgrade
iShares New York Muni Bond ETF Upgrade
iShares Short-Term National Muni Bond ETF Upgrade
Schwab Municipal Bond ETF --
Vanguard Intermediate-Term Tax-Exempt 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