Nuveen ESG US Aggregate Bond ETF (NUBD)

22.18 -0.03 (-0.13%) USD  |  NYSEARCA  |  Mar 21, 14:04
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NUBD Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for NUBD.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
February 28, 2023 --
January 31, 2023 --
December 31, 2022 --
Date Value
November 30, 2022 --
October 31, 2022 --
September 30, 2022 --

Sortino Ratio Definition

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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Minimum
Oct 2022
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Maximum
Jan 2023
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Average
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Median

Historical Sortino (5Y) Benchmarks

Invesco PureBeta US Aggregate Bond ETF Upgrade
BNY Mellon Core Bond ETF --
Goldman Sachs Access US Aggregate Bd ETF --
Vanguard Total Bond Market ETF Upgrade
iShares Core US Aggregate Bond ETF Upgrade

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