iShares Core US REIT ETF (USRT)

58.20 +0.28 (+0.49%) USD  |  NYSEARCA  |  Jan 13, 16:00
58.20 0.00 (0.00%) After-Hours: 19:56
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USRT Historical Sortino (10Y)

Historical Sortino (10Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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First Trust S&P REIT Index Fund Upgrade
iShares Residential and Multisector Real Estate Upgrade
Columbia Research Enhanced Real Estate ETF --
First Trust Water ETF Upgrade
iShares US Utilities ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade