F/M 3-Yr Invmt Grd Corp Bd ETF (ZTRE)

50.40 +0.08 (+0.16%) USD  |  NASDAQ  |  Nov 04, 16:00
50.43 +0.03 (+0.07%) After-Hours: 20:00
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ZTRE Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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

Historical Historical Sortino (Since Inception) Data

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Date Value

Sortino Ratio Definition

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

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Historical Sortino (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

WisdomTree US Shrt-Term Corp Bd Upgrade
Nuveen ESG 1-5 Year US Aggt Bd ETF Upgrade
WisdomTree Yield Enh US S-T Aggt Bd ETF Upgrade
JPMorgan BetaBldrs 1-5 Yr US Aggt Bd ETF Upgrade
F/M 2-Yr Invmt Grd Corp Bd ETF --

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