BondBloxx Bloomberg 20 Yr Tgt Duration US Trsy ETF (XTWY)

38.40 +0.12 (+0.31%) USD  |  NYSEARCA  |  Dec 10, 16:00
38.49 +0.09 (+0.23%) After-Hours: 20:00
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XTWY Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for XTWY.
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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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Amplify TLT US Treasury 12% Option Income ETF Upgrade
Vanguard Extended Duration Treasury Index Fd ETF Upgrade
State Street SPDR Portfolio Long Term Treasury ETF Upgrade
Invesco Equal Weight 0-30 Year Treasury ETF Upgrade
iShares 10-20 Year Treasury Bond 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