iShares Short-Term National Muni Bond ETF (SUB)

107.07 -0.37 (-0.34%) USD  |  NYSEARCA  |  Mar 02, 16:00
107.10 +0.03 (+0.03%) After-Hours: 20:00
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SUB 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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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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Historical Sortino (Since Inception) 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 Upgrade
State Street SPDR Nuveen ICE Sht Term Muni Bd ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (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