F/m US Treasury 3 Year Note ETF (UTRE)

50.09 +0.10 (+0.19%) USD  |  NASDAQ  |  Feb 23, 16:00
50.09 0.00 (0.00%) After-Hours: 19:59
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UTRE 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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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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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iShares iBonds 1-5 Year Treasury Ladder ETF Upgrade
JPMorgan BetaBuilders US Treasury Bond 1-3 Yr ETF Upgrade
SoFi Enhanced Yield ETF Upgrade
WisdomTree 1-3 Year Laddered Treasury Fund Upgrade
Global X Short-Term Treasury Ladder 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