State Street Utilities Select Sector SPDR ETF (XLU)

46.35 +0.24 (+0.52%) USD  |  NYSEARCA  |  Apr 02, 16:00
46.37 +0.02 (+0.04%) After-Hours: 18:25
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XLU Historical Sortino (5Y)

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

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Historical Sortino (5Y) Benchmarks

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Fidelity MSCI Utilities Index ETF Upgrade
Invesco S&P 500 Eql Wght Utilities ETF Upgrade
Global X US Electrification ETF --
State Street SPDR S&P Homebuilders ETF Upgrade
Global X MLP ETF Upgrade

Historical Sortino (5Y) Related Metrics

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