State Street SPDR Portfolio TIPS ETF (SPIP)

26.02 -0.06 (-0.21%) USD  |  NYSEARCA  |  Dec 12, 12:40
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SPIP 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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PIMCO 15+ Year US TIPS Index Exchange-Traded Fund Upgrade
PIMCO Broad US TIPS Index Exchange-Traded Fund Upgrade
Schwab US TIPS ETF Upgrade
FlexShares iBoxx 5-Year Target Duration TIPS Index Upgrade
Goldman Sachs Access Inflation Protected USD Bond 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