State Street SPDR S&P Oil & Gas Expl & Prod ETF (XOP)

164.13 +0.31 (+0.19%) USD  |  NYSEARCA  |  Mar 06, 16:00
164.59 +0.46 (+0.28%) Pre-Market: 20:00
More

XOP Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for XOP.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
Invesco S&P 500 Eql Wght Energy ETF Upgrade
State Street Energy Select Sector SPDR ETF Upgrade
Fidelity MSCI Energy Index ETF Upgrade
Invesco Energy Exploration & Production ETF Upgrade
Invesco Oil & Gas Services 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