State Street SPDR Portfolio High Yield Bond ETF (SPHY)

23.67 -0.02 (-0.08%) USD  |  NYSEARCA  |  Dec 31, 16:00
23.70 +0.03 (+0.13%) After-Hours: 20:00
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SPHY 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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Historical Sortino (5Y) Benchmarks

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State Street SPDR Bloomberg High Yield Bond ETF Upgrade
PIMCO 0-5 Year High Yield Corporate Bond Index ETF Upgrade
State Street SPDR Bloomberg Shrt Trm Hg Yld Bd ETF Upgrade
Invesco Fundamental High Yield Corp Bd ETF Upgrade
JPMorgan BetaBuilders USD High Yield Corp Bd ETF Upgrade

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