State Street Energy Select Sector SPDR ETF (XLE)

54.35 +0.37 (+0.69%) USD  |  NYSEARCA  |  Feb 13, 16:00
54.45 +0.10 (+0.18%) After-Hours: 20:00
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XLE Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for XLE.
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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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Fidelity MSCI Energy Index ETF Upgrade
State Street SPDR S&P Oil & Gas Expl & Prod ETF Upgrade
Invesco Oil & Gas Services ETF Upgrade
Invesco S&P 500 Eql Wght Energy ETF Upgrade
State Street SPDR S&P Oil & Gas Equip & Serv 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