State Street SPDR Dow Jones REIT ETF (RWR)

101.13 -1.46 (-1.42%) USD  |  NYSEARCA  |  Jan 20, 16:00
101.01 -0.12 (-0.12%) Pre-Market: 08:56
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RWR Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for RWR.
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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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Median

Historical Sortino (Since Inception) Benchmarks

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Schwab US REIT ETF Upgrade
Fidelity MSCI Real Estate Index ETF Upgrade
State Street Real Estate Select Sector SPDR ETF Upgrade
Invesco S&P 500 Equal Weight Real Estate ETF Upgrade
Invesco KBW Premium Yield Equity REIT ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (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