SPDR Portfolio Corporate Bond ETF (SPBO)

28.60 -0.06 (-0.21%) USD  |  NYSEARCA  |  Dec 23, 11:19
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SPBO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Vanguard Total Corporate Bond ETF Upgrade
JPMorgan BetaBuilders USD Inv Gr Corp Bd ETF Upgrade
iShares Broad USD Investment Grade Corporate Bond Upgrade
PIMCO Investment Grade Corporate Bond Index ETF Upgrade
Vanguard Intermediate-Term Corp Bond Idx Fund ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

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