Schwab US Aggregate Bond ETF (SCHZ)

23.42 +0.02 (+0.11%) USD  |  NYSEARCA  |  Jan 23, 16:00
23.42 0.00 (0.00%) After-Hours: 18:21
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SCHZ Historical Sortino (3Y)

Historical Sortino (3Y) 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 (3Y) Range, Past 5 Years

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Median

Historical Sortino (3Y) Benchmarks

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BNY Mellon Core Bond ETF Upgrade
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WisdomTree Yield Enhanced US Aggregate Bond Fund Upgrade
Goldman Sachs Access US Aggregate Bond ETF Upgrade
WisdomTree Voya Yield Enhanced USD Unvrsl Bd Fund --

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade