SPDR Russell 1000 Low Volatility Focus ETF (ONEV)

125.86 +0.41 (+0.33%) USD  |  NYSEARCA  |  Jan 08, 16:00
125.10 -0.76 (-0.60%) After-Hours: 20:00
More

ONEV Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for ONEV.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Sortino Ratio Definition

View Sortino Ratio Definition
Start Trial

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
iShares Morningstar Mid-Cap Value ETF Upgrade
SPDR Russell 1000 Yield Focus ETF Upgrade
First Trust Multi Cap Value AlphaDEX Fund Upgrade
iShares Russell Mid-Cap Value ETF Upgrade
Vanguard Mid-Cap Value Index Fund 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