State Street SPDR S&P Aerospace & Defense ETF (XAR)

239.28 +5.53 (+2.37%) USD  |  NYSEARCA  |  Dec 11, 16:00
238.67 -0.61 (-0.25%) After-Hours: 20:00
More

XAR Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for XAR.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

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

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
Invesco Aerospace & Defense ETF Upgrade
State Street Industrial Select Sector SPDR ETF Upgrade
Fidelity MSCI Industrials Index ETF Upgrade
First Trust RBA Amer Industrial Renaissance ETF Upgrade
First Trust Indxx Aerospace & Defense ETF --

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