State Street SPDR Portfolio S&P 400 Mid Cap ETF (SPMD)

59.65 +0.58 (+0.98%) USD  |  NYSEARCA  |  Dec 11, 16:00
59.70 +0.05 (+0.08%) Pre-Market: 20:00
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SPMD 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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Schwab US Mid-Cap ETF Upgrade
State Street SPDR Russell 1000 Momentum Focus ETF Upgrade
LeaderShares AlphaFactor US Core Equity ETF Upgrade
Timothy Plan US Large/Mid Cap Core ETF Upgrade
VanEck Morningstar SMID Moat ETF --

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