SPDR Portfolio Intermediate Term Corporate Bd ETF (SPIB)

32.71 -0.05 (-0.15%) USD  |  NYSEARCA  |  Dec 27, 16:00
32.70 0.00 (0.00%) After-Hours: 20:00
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SPIB 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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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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iShares Broad USD Investment Grade Corporate Bond Upgrade
Invesco Fundmntl Invest Grade Corp Bond ETF Upgrade
PIMCO Investment Grade Corporate Bond Index ETF Upgrade
SPDR Portfolio Corporate Bond ETF Upgrade
FlexShares Credit-Scored US Corp Bond Index Fund 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