F/M 10-Yr Invmt Grd Corp Bd ETF (ZTEN)

50.39 +0.19 (+0.38%) USD  |  NASDAQ  |  Nov 05, 16:00
50.39 0.00 (0.00%) After-Hours: 20:00
More

ZTEN Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for ZTEN.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

View and export this data back to . Upgrade now.
Date Value

Sortino Ratio Definition

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

Read full definition.

Historical Sortino (Since Inception) Range, Past 5 Years

--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (Since Inception) Benchmarks

FlexShares Crdt-Scrd US Lng Corp Bd ETF Upgrade
Invesco Taxable Municipal Bond ETF Upgrade
Vanguard Long-Term Bond ETF Upgrade
iShares 10+ Year Invmt Grd Corp Bd ETF Upgrade
SPDR® Portfolio Long Term Corp Bd 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade