iShares Treasury Floating Rate Bond ETF (TFLO)

50.52 +0.01 (+0.02%) USD  |  NYSEARCA  |  Jan 08, 16:00
50.51 -0.01 (-0.02%) After-Hours: 20:00
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TFLO 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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SPDR Bloomberg 1-3 Month T-Bill ETF Upgrade
Goldman Sachs Access Treasury 0-1 Year ETF Upgrade
SPDR Bloomberg 3-12 Month T-Bill ETF --
WisdomTree Floating Rate Treasury Fund Upgrade
BondBloxx Bloomberg 6 Mo Tgt Duration US Trsy ETF --

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