State Street Utilities Select Sector SPDR ETF (XLU)

42.51 +0.52 (+1.24%) USD  |  NYSEARCA  |  Jan 09, 16:00
42.55 +0.04 (+0.09%) After-Hours: 20:00
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XLU Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for XLU.
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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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Historical Sortino (Since Inception) Benchmarks

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Fidelity MSCI Utilities Index ETF Upgrade
Invesco S&P 500 Eql Wght Utilities ETF Upgrade
State Street SPDR S&P Homebuilders ETF Upgrade
State Street Materials Select Sector SPDR ETF Upgrade
Global X MLP ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (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