PSK Historical Sortino (5Y) Analysis

State Street SPDR ICE Preferred Securities ETF (PSK)

32.20 -0.16 (-0.51%) USD | NYSEARCA | Jan 20, 16:00

32.20 0.00 (0.00%) After-Hours: 20:00

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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Historical Sortino Ratio Definition

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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 (5Y) Range, Past 5 Years

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Minimum

Maximum

Average

Median

Historical Sortino (5Y) Benchmarks

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Global X SuperIncome Preferred ETF	Upgrade
Innovator S&P Investment Grade Preferred ETF	Upgrade
Global X US Preferred ETF	Upgrade
iShares Preferred and Income Securities ETF	Upgrade
Global X Variable Rate Preferred 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