State Street Cons Staples Sel Sec SPDR Inc ETF (XLP)

88.71 -1.30 (-1.44%) USD  |  NYSEARCA  |  Mar 02, 16:00
88.77 +0.06 (+0.07%) After-Hours: 16:03
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XLP Historical Sortino (3Y)

Historical Sortino (3Y) Chart

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Sep '18
Jan '19
May '19
 
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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 (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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Fidelity MSCI Consumer Staples Index ETF Upgrade
Invesco Food & Beverage ETF Upgrade
Invesco S&P 500 Eql Wght Con Staples ETF Upgrade
State Street Financial Sel Sec SPDR ETF Upgrade
State Street Energy Select Sector SPDR ETF Upgrade

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade