SPDR Portfolio Long Term Corporate Bond ETF (SPLB)

22.37 +0.01 (+0.04%) USD  |  NYSEARCA  |  Dec 24, 16:00
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SPLB 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 10+ Year Investment Grade Corp Bond ETF Upgrade
iShares Core 10+ Year USD Bond ETF Upgrade
Vanguard Long-Term Corporate Bond Idx Fund ETF Upgrade
FlexShares Credit-Scored US Long Corp Bd Index Fd Upgrade
BondBloxx BBB Rated 10+ Year Corporate Bond ETF --

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