Schwab Long-Term US Treasury ETF (SCHQ)

32.43 +0.21 (+0.65%) USD  |  NYSEARCA  |  Nov 14, 11:30
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SCHQ Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for SCHQ.
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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

SPDR® Portfolio Long Term Treasury ETF Upgrade
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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