SPDR DoubleLine Sht Duration Tot Rtn Tactical ETF (STOT)

46.76 +0.01 (+0.02%) USD  |  BATS  |  Dec 20, 16:00
46.77 +0.01 (+0.02%) Pre-Market: 20:00
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STOT 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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First Trust Low Duration Strategic Focus ETF Upgrade
Avantis Short-Term Fixed Income ETF Upgrade
VictoryShares Short-Term Bond ETF Upgrade
SPDR Portfolio Short Term Corporate Bond ETF Upgrade
iShares Short Duration Bond Active ETF 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