PIMCO Mortgage-Backed Securities Act ETF (PMBS)

48.19 +0.16 (+0.32%) USD  |  NASDAQ  |  Dec 20, 16:00
48.18 -0.01 (-0.02%) After-Hours: 20:00
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PMBS Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for PMBS.
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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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Angel Oak Mortgage-Backed Securities ETF --
PIMCO Active Bond Exchange-Traded Fund Upgrade
iShares Core 5-10 Year USD Bond ETF Upgrade
OneAscent Core Plus Bond ETF Upgrade
DoubleLine Mortgage 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade