iShares Short Duration Bond Active ETF (NEAR)

50.47 -0.03 (-0.06%) USD  |  BATS  |  Jan 07, 14:40
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NEAR 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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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 (5Y) Range, Past 5 Years

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Median

Historical Sortino (5Y) Benchmarks

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iShares Intermediate Govt/Credit Bond ETF Upgrade
iShares Core 1-5 Year USD Bond ETF Upgrade
DFA Dimensional Short-Duration Fixed Income ETF --
VictoryShares Short-Term Bond ETF Upgrade
JPMorgan Short Duration Core Plus 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