SPSM Historical Sortino (5Y) Trends

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

45.72 -0.61 (-1.32%) USD | NYSEARCA | Feb 07, 16:00

45.89 +0.17 (+0.37%) Pre-Market: 09:22

View Historical Sortino (5Y) for SPSM.
Upgrade now.

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Historical Sortino (5Y) Chart

Start Trial

View Historical Data

Start Trial

View Sortino Ratio Definition

Start Trial

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

View Historical Sortino (5Y) Range, Past 5 Years

Start Trial

Minimum

Maximum

Average

Median

View Historical Sortino (5Y) Benchmarks

Start Trial

iShares Core S&P Small-Cap ETF	Upgrade
Vanguard S&P Small-Cap 600 Index Fund ETF	Upgrade
Invesco S&P SmallCap Momentum ETF	Upgrade
Vanguard Small-Cap Index Fund ETF	Upgrade
Schwab US Small-Cap ETF	Upgrade

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