State Street Financial Sel Sec SPDR ETF (XLF)

54.25 -1.04 (-1.88%) USD  |  NYSEARCA  |  Jan 13, 16:00
54.26 +0.01 (+0.02%) After-Hours: 17:37
More

XLF Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for XLF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (10Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (10Y) Range, Past 5 Years

View Historical Sortino (10Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (10Y) Benchmarks

View Historical Sortino (10Y) Benchmarks
Start Trial
Invesco KBW Bank ETF Upgrade
Fidelity MSCI Financials Index ETF Upgrade
State Street SPDR S&P Bank ETF Upgrade
State Street SPDR S&P Regional Banking ETF Upgrade
VanEck BDC Income ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade