SPDR Nuveen Bloomberg Municipal Bond ETF (TFI)

45.54 +0.16 (+0.35%) USD  |  NYSEARCA  |  Dec 20, 16:00
44.83 -0.71 (-1.56%) After-Hours: 20:00
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TFI 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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Historical Sortino (Since Inception) Benchmarks

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Invesco National AMT-Free Municipal Bond ETF Upgrade
VanEck Long Muni ETF Upgrade
iShares National Muni Bond ETF Upgrade
Xtrackers Municipal Infr Revenue Bd ETF Upgrade
Overlay Shares Municipal Bond 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