CCRV Historical Sortino (Since Inception) Analysis

iShares Commodity Curve Carry Strategy ETF (CCRV)

19.65 -0.08 (-0.41%) USD | NYSEARCA | Dec 23, 12:28

View Historical Sortino (Since Inception) for CCRV.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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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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United States Commodity Index Fund	Upgrade
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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
Historical Sharpe Ratio (Since Inception)	Upgrade
Max Drawdown (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade