State Street Energy Select Sector SPDR ETF (XLE)

49.19 +0.28 (+0.57%) USD  |  NYSEARCA  |  Jan 23, 16:00
49.35 +0.16 (+0.33%) After-Hours: 20:00
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XLE Historical Sortino (15Y)

Historical Sortino (15Y) 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 (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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Fidelity MSCI Energy Index ETF --
State Street SPDR S&P Oil & Gas Expl & Prod ETF Upgrade
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Invesco S&P 500 Eql Wght Energy ETF Upgrade
State Street SPDR S&P Oil & Gas Equip & Serv ETF Upgrade

Historical Sortino (15Y) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Alpha (vs YCharts Benchmark) (15Y) Upgrade
Beta (vs YCharts Benchmark) (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