iShares TIPS Bond ETF (TIP)

106.40 -0.14 (-0.14%) USD  |  NYSEARCA  |  Dec 23, 16:00
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TIP 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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Schwab US TIPS ETF Upgrade
SPDR Portfolio TIPS ETF Upgrade
PIMCO Broad US TIPS Index Exchange-Traded Fund Upgrade
Goldman Sachs Access Inflation Protected USD Bond Upgrade
Quadratic Interest Rate Vltly and Infltn Hdg 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