PSK Historical Sortino (Since Inception) Analysis

State Street SPDR ICE Preferred Securities ETF (PSK)

31.75 -0.03 (-0.09%) USD | NYSEARCA | Dec 09, 16:00

31.75 0.00 (0.00%) After-Hours: 16:32

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 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 (Since Inception) Range, Past 5 Years

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Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) 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
Global X Variable Rate Preferred ETF	Upgrade
Global X Adaptive US Risk Management 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
Historical Sharpe Ratio (Since Inception)	Upgrade
Max Drawdown (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade