Schwab Intermediate-Term US Treasury ETF (SCHR)

25.28 -0.02 (-0.10%) USD  |  NYSEARCA  |  Feb 25, 16:00
25.32 +0.04 (+0.18%) After-Hours: 19:57
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SCHR Historical Sortino (10Y)

Historical Sortino (10Y) 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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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State Street SPDR Portfolio Int Term Treasury ETF Upgrade
JPMorgan BetaBuilders US Treasury Bond 3-10 Yr ETF --
State Street SPDR Portfolio TIPS ETF Upgrade
State Street SPDR Portfolio Long Term Treasury ETF Upgrade
Invesco Equal Weight 0-30 Year Treasury ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade