PIMCO 25+ Year Zero Coupon US Treasury Index ETF (ZROZ)

67.05 +0.22 (+0.33%) USD  |  NYSEARCA  |  Feb 23, 16:00
66.41 -0.64 (-0.95%) After-Hours: 19:59
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ZROZ Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for ZROZ.
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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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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Schwab Long-Term US Treasury ETF --
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Schwab Intermediate-Term US Treasury ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade