iShares Short-Term National Muni Bond ETF (SUB)

106.91 -0.16 (-0.15%) USD  |  NYSEARCA  |  Mar 03, 16:00
106.92 +0.01 (+0.01%) Pre-Market: 20:00
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SUB Historical Sortino (3Y)

Historical Sortino (3Y) 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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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 (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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iShares California Muni Bond ETF Upgrade
iShares National Muni Bond ETF Upgrade
iShares New York Muni Bond ETF Upgrade
Vanguard Short-Term Tax-Exempt Bond ETF --
State Street SPDR Nuveen ICE Sht Term Muni Bd ETF Upgrade

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade