State Street Materials Select Sector SPDR ETF (XLB)

49.97 +0.45 (+0.91%) USD  |  NYSEARCA  |  Jan 23, 16:00
49.86 -0.11 (-0.22%) After-Hours: 20:00
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XLB Historical Sortino (15Y)

Historical Sortino (15Y) Chart

View Historical Sortino (15Y) for XLB.
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Sep '18
Jan '19
May '19
 
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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 (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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Invesco S&P 500 Eql Wght Materials ETF Upgrade
State Street SPDR S&P Metals & Mining ETF Upgrade
Fidelity MSCI Materials Index ETF --
Invesco Water Resources ETF Upgrade
State Street SPDR S&P Homebuilders ETF Upgrade

Historical Sortino (15Y) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Max Drawdown (15Y) Upgrade
Monthly Value at Risk (VaR) 5% (15Y Lookback) Upgrade