State Street SPDR S&P Biotech ETF (XBI)

121.21 -2.45 (-1.98%) USD  |  NYSEARCA  |  Dec 09, 16:00
121.01 -0.20 (-0.17%) After-Hours: 20:00
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XBI 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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First Trust NYSE Arca Biotechnology Index Fund Upgrade
State Street Health Care Select Sector SPDR ETF Upgrade
Fidelity MSCI Health Care Index ETF Upgrade
Invesco Biotechnology & Genome ETF Upgrade
Invesco Pharmaceuticals 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