YEAR Historical Sortino (Since Inception) Analysis

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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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PIMCO Enhanced Short Maturity Active Exch Tr	Upgrade
Invesco Variable Rate Investment Grade ETF	Upgrade
Dimensional Ultrashort Fixed Income ETF	--
Invesco Ultra Short Duration ETF	Upgrade
iShares Floating Rate Bond ETF	Upgrade

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

AB Ultra Short Income ETF (YEAR)