State Street SPDR Portfolio High Yield Bond ETF (SPHY)

23.75 +0.02 (+0.08%) USD  |  NYSEARCA  |  Feb 25, 16:00
23.77 +0.02 (+0.08%) After-Hours: 19:21
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SPHY Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for SPHY.
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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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Historical Sortino (Since Inception) Benchmarks

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PIMCO 0-5 Year High Yield Corporate Bond Index ETF Upgrade
State Street SPDR Bloomberg High Yield Bond ETF Upgrade
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JPMorgan BetaBuilders USD High Yield Corp Bd 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