SPDR Portfolio Intermediate Term Corporate Bd ETF (SPIB)

32.72 +0.07 (+0.21%) USD  |  NYSEARCA  |  Dec 20, 16:00
32.51 -0.21 (-0.64%) After-Hours: 06:27
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SPIB 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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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 (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