WisdomTree US Short-Term Corporate Bond Fund (QSIG)

48.18 +0.11 (+0.24%) USD  |  BATS  |  Dec 20, 16:00
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QSIG 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 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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Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF Upgrade
WisdomTree Yield Enhanced US Sh-Tr Aggregate Bond Upgrade
BondBloxx BBB Rated 1-5 Year Corporate Bond ETF --
iShares 1-5 Year Investment Grade Corporate Bd ETF Upgrade
Vanguard Short-Term Corporate Bond Idx Fd 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