State Street SPDR Prft S&P 1500 Comp Stk Mkt ETF (SPTM)

83.84 +0.55 (+0.66%) USD  |  NYSEARCA  |  Jan 22, 11:30
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SPTM Historical Sortino (15Y)

Historical Sortino (15Y) Chart

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Sep '18
Jan '19
May '19
 
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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 (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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Schwab US Large-Cap ETF Upgrade
Invesco S&P 500 Quality ETF Upgrade
Pacer Trendpilot US Large Cap ETF --
Invesco S&P 500 Momentum ETF --
Goldman Sachs ActiveBeta US Large Cap Equity ETF --

Historical Sortino (15Y) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Alpha (vs YCharts Benchmark) (15Y) Upgrade
Beta (vs YCharts Benchmark) (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Max Drawdown (15Y) Upgrade
Monthly Value at Risk (VaR) 5% (15Y Lookback) Upgrade