Direxion Daily MSCI Brazil Bull 2X Shares (BRZU)

42.59 -2.74 (-6.04%) USD  |  NYSEARCA  |  Dec 24, 16:00
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BRZU Historical Sortino (3Y)

Historical Sortino (3Y) Chart

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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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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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Historical Sortino (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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Historical Sortino (3Y) Related Metrics

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Alpha (vs YCharts Benchmark) (3Y) Upgrade
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Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
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Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade