State Street SPDR Portfolio Short Trm Corp Bd ETF (SPSB)

30.18 -0.02 (-0.05%) USD  |  NYSEARCA  |  Dec 08, 15:05
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SPSB 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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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 (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

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Columbia Short Duration Bond ETF Upgrade
State Street SPDR Bloomberg Invstmt Gr Fltg Rt ETF Upgrade
Fidelity Low Duration Bond Factor ETF Upgrade
Invesco Investment Grade Defensive ETF Upgrade
Schwab 1-5 Year Corporate Bond ETF 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