Vanguard Balanced Index Fund Admiral (VBIAX)

50.33 +0.38 (+0.76%) USD  |  Dec 20 2024
More

VBIAX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Sortino Ratio Definition

View Sortino Ratio Definition
Start Trial

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

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
Fidelity Advisor Balanced Fd Z Upgrade
T Rowe Price Spectrum Moderate Allocation Fund I Upgrade
American Funds American Balanced Fund F3 Upgrade
T Rowe Price Capital Appreciation Fund I Upgrade
Fidelity Advisor Asset Manager 60% Z Upgrade

Historical Sortino (5Y) Related Metrics

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

Historical Sortino (5Y) Excel Add-In Codes

View Historical Sortino (5Y) Excel Add-In Codes
Start Trial
Metric Code: historical_sortino_5y
Latest Data Point: =YCP("M:VBIAX", "historical_sortino_5y")
Last 5 Data Points: =YCS("M:VBIAX", "historical_sortino_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.