State Street Technology Select Sector SPDR ETF (XLK)

142.62 +0.55 (+0.39%) USD  |  NYSEARCA  |  Apr 10, 16:00
141.77 -0.85 (-0.60%) Pre-Market: 09:05
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XLK Historical Sortino (10Y)

Historical Sortino (10Y) Chart

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Sep '18
Jan '19
May '19
 
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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
State Street SPDR NYSE Technology ETF Upgrade
Fidelity MSCI Information Technology Index ETF Upgrade
Invesco S&P 500 Eql Wght Technology ETF Upgrade
State Street SPDR S&P Semiconductor 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