XLK Historical Sortino (Since Inception) Insights

State Street Technology Select Sector SPDR ETF (XLK)

142.92 +0.37 (+0.26%) USD | NYSEARCA | Feb 11, 13:19

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Average

Median

Historical Sortino (Since Inception) Benchmarks

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First Trust NASDAQ-100-Technology Sector Index Fd	Upgrade
State Street SPDR NYSE Technology ETF	Upgrade
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Invesco S&P 500 Eql Wght Technology ETF	Upgrade
State Street SPDR S&P Semiconductor ETF	Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (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