State Street SPDR Portfolio MSCI Global Sk Mkt ETF (SPGM)

75.68 +1.20 (+1.60%) USD  |  NYSEARCA  |  Mar 23, 16:00
75.68 0.00 (0.00%) After-Hours: 17:32
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SPGM 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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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 (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

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State Street SPDR MSCI World StrategicFactors ETF Upgrade
State Street SPDR MSCI ACWI Climate Paris Aln ETF Upgrade
iShares MSCI ACWI ex US ETF Upgrade
iShares MSCI Switzerland ETF Upgrade
iShares MSCI Spain 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