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: 20:00
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SPSM Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for SPSM.
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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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Schwab US Small-Cap ETF Upgrade
Schwab Fundamental US Small Company ETF Upgrade
State Street SPDR S&P SmallCap 600 ESG ETF Upgrade
Harbor Human Capital Factor US Small Cap ETF Upgrade
Abacus FCF Small Cap Leaders 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