Vanguard Short-Term Corporate Bond Idx Fd ETF (VCSH)

77.99 -0.04 (-0.05%) USD  |  NASDAQ  |  Jan 03, 16:00
77.98 -0.01 (-0.01%) After-Hours: 20:00
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VCSH 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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Schwab 1-5 Year Corporate Bond ETF Upgrade
iShares 1-5 Year Investment Grade Corporate Bd ETF Upgrade
iShares Core 1-5 Year USD Bond ETF Upgrade
iShares 0-5 Year Investment Grade Corporate Bd ETF Upgrade
iShares Intermediate Govt/Credit Bond ETF Upgrade

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