AB Short Duration Income ETF (SDFI)

35.97 +0.07 (+0.21%) USD  |  NYSEARCA  |  Feb 23, 16:00
36.00 +0.03 (+0.08%) After-Hours: 19:59
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SDFI Historical Sortino (5Y)

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

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Median

Historical Sortino (5Y) Benchmarks

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State Street SPDR DoubleLine Sh Dur Tot Rt Tct ETF Upgrade
First Trust Low Duration Strategic Focus ETF Upgrade
Columbia Short Duration Bond ETF --
iShares Core 1-5 Year USD Bond ETF Upgrade
Vanguard Short Duration Bond ETF --

Historical Sortino (5Y) Related Metrics

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