BondBloxx Bloomberg 5 Yr Tgt Duration US Trsy ETF (XFIV)

49.64 -0.08 (-0.17%) USD  |  NYSEARCA  |  Dec 19, 16:00
49.64 0.00 (0.00%) After-Hours: 20:00
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XFIV Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for XFIV.
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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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Median

Historical Sortino (Since Inception) Benchmarks

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Vanguard Intermediate-Term Treasury Index Fd ETF Upgrade
JPMorgan BetaBuilders US Treasury Bond 3-10 Yr ETF Upgrade
State Street SPDR Portfolio Int Term Treasury ETF Upgrade
Schwab Intermediate-Term US Treasury ETF Upgrade
iShares US 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