Schwab 1-5 Year Corporate Bond ETF (SCHJ)

24.40 -0.03 (-0.12%) USD  |  NYSEARCA  |  Nov 14, 16:00
24.39 -0.01 (-0.04%) After-Hours: 20:00
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SCHJ Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for SCHJ.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

Vanguard Short-Term Corporate Bond ETF Upgrade
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Fidelity Limited Term Bond ETF Upgrade

Historical Sortino (5Y) Related Metrics

Beta (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade