SPDR SSGA Short Duration IG Pub & Pvte Cr ETF (PRSD)

24.99 +0.02 (+0.06%) USD  |  NYSEARCA  |  Jun 11, 13:47
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PRSD Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Historical Sortino (Since Inception) Data

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Date Value

Historical Sortino Ratio Definition

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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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First Trust Low Duration Strategic Focus ETF Upgrade
State Street SPDR DoubleLine Sh Dur Tot Rt Tct ETF Upgrade
Columbia Short Duration Bond ETF Upgrade
Invesco Short Duration Total Return Bond ETF Upgrade
AB Short Duration Income 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