State Street Materials Sel Sec SPDR Pr In ETF (XLBI)

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XLBI 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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Median

Historical Sortino (Since Inception) Benchmarks

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State Street Industrial Sel Sec SPDR Pr In ETF --
State Street Con Stpls Sel Sec SPDR Prem In ETF --
State Street Com Ser Sel Sector SPDR Prem Inc ETF --
State Street Cons Disc Sel Sect SPDR Prem In ETF --
State Street Utl Sel Sec SPDR Prem Inc ETF --

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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade