State Street Technology Select Sector SPDR ETF (XLK)

138.76 -2.25 (-1.60%) USD  |  NYSEARCA  |  Feb 27, 16:00
136.76 -2.00 (-1.44%) After-Hours: 07:00
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XLK Historical Sortino (10Y)

Historical Sortino (10Y) 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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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First Trust NASDAQ-100-Technology Sector Index Fd Upgrade
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State Street SPDR S&P Semiconductor ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (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