SPDR Portfolio S&P 500 Value ETF (SPYV)

51.89 +0.15 (+0.29%) USD  |  NYSEARCA  |  Dec 24, 16:00
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SPYV 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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Sortino Ratio Definition

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

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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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Vanguard S&P 500 Value Index Fund ETF Upgrade
iShares S&P 500 Value ETF Upgrade
SPDR Dow Jones Industrial Average ETF Trust Upgrade
iShares Russell Top 200 Value ETF Upgrade
WisdomTree US LargeCap Dividend Fund 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