AB Short Duration Income ETF (SDFI)

35.96 +0.06 (+0.17%) USD  |  NYSEARCA  |  Sep 27, 16:00
35.96 0.00 (0.00%) After-Hours: 20:00
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SDFI Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for SDFI.
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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
August 31, 2024 --
July 31, 2024 --
June 30, 2024 --
May 31, 2024 --
Date Value
April 30, 2024 --
March 31, 2024 --
February 29, 2024 --

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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Minimum
Jun 2024
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Maximum
Feb 2024
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Average
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Median
Aug 2024

Historical Sortino (5Y) Benchmarks

JPMorgan BetaBldrs 1-5 Yr US Aggt Bd ETF Upgrade
American Century® Short Dur Str Inc ETF --
iShares Core 1-5 Year USD Bond ETF Upgrade
Nuveen ESG 1-5 Year US Aggt Bd ETF Upgrade
Virtus Newfleet ABS/MBS 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