State Street Cons Disc Sel Sect SPDR Income ETF (XLY)

115.42 -1.44 (-1.23%) USD  |  NYSEARCA  |  Mar 02, 16:00
113.00 -2.42 (-2.10%) After-Hours: 05:18
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XLY Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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 Consumer Discretionary Index ETF Upgrade
State Street SPDR S&P Homebuilders ETF Upgrade
Invesco Leisure and Entertainment ETF Upgrade
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State Street PDR S&P Retail 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