State Street SPDR Portfolio S&P 600 Small Cap ETF (SPSM)

46.86 -0.58 (-1.23%) USD  |  NYSEARCA  |  Dec 31, 16:00
47.31 +0.46 (+0.97%) After-Hours: 18:32
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SPSM 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 Small-Cap ETF Upgrade
Schwab Fundamental US Small Company ETF Upgrade
State Street SPDR S&P SmallCap 600 ESG ETF --
Harbor Human Capital Factor US Small Cap ETF --
Abacus FCF Small Cap Leaders 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