WisdomTree Floating Rate Treasury Fund (USFR)

50.45 +0.02 (+0.04%) USD  |  NYSEARCA  |  Dec 20, 16:00
50.45 0.00 (0.00%) Pre-Market: 20:00
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USFR 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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SPDR Bloomberg 1-3 Month T-Bill ETF Upgrade
iShares Treasury Floating Rate Bond ETF Upgrade
iShares Short Treasury Bond ETF Upgrade
Goldman Sachs Access Treasury 0-1 Year ETF Upgrade
Invesco Short Term Treasury 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