iShares ESG Aware USD Corporate Bond ETF (SUSC)

22.68 -0.08 (-0.35%) USD  |  NASDAQ  |  Dec 27, 16:00
22.68 0.00 (0.00%) After-Hours: 20:00
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SUSC Historical Sortino (5Y)

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

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Historical Sortino (5Y) Benchmarks

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iShares 5-10 Yr Investment Grade Corporate Bd ETF Upgrade
iShares Investment Grade Systematic Bond ETF Upgrade
Vanguard Total Corporate Bond ETF Upgrade
iShares Broad USD Investment Grade Corporate Bond Upgrade
iShares Aaa - A Rated Corporate Bond ETF Upgrade

Historical Sortino (5Y) Related Metrics

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