Vanguard Ultra-Short Treasury ETF (VGUS)

75.65 +0.02 (+0.02%) USD  |  NASDAQ  |  Aug 25, 16:00
75.65 0.00 (0.00%) After-Hours: 19:48
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VGUS 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 Historical Sortino (Since Inception) Data

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Date Value

Historical Sortino Ratio Definition

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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Vanguard 0-3 Month Treasury Bill ETF --
State Street SPDR Bloomberg 1-3 Month T-Bill ETF Upgrade
WisdomTree Floating Rate Treasury Fund Upgrade
iShares Treasury Floating Rate Bond ETF Upgrade
iShares 0-1 Year Treasury Bond 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