CCOM Historical Sortino (Since Inception) Analysis

Simplify Chinese Commodities Strategy No K-1 ETF (CCOM)

24.73 -0.05 (-0.20%) USD | NYSEARCA | Apr 21, 16:00

Historical Sortino (Since Inception) 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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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 (Since Inception) Range, Past 5 Years

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Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) Benchmarks

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United States Commodity Index Fund	Upgrade
abrdn Bloomberg All Cmdty Lngr Dtd Strt K-1 Fr ETF	Upgrade
Direxion Auspice Broad Commodity Strategy ETF	Upgrade
GraniteShares Bloomberg Commodity Broad Str No K-1	Upgrade
WisdomTree Enhanced Commodity Strategy Fund	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