CMCI Historical Sortino (Since Inception) Analysis

VanEck CMCI Commodity Strategy ETF (CMCI)

24.27 -2.08 (-7.89%) USD | BATS | Dec 30, 12:33

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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abrdn Bloomberg All Commodity Strat K-1 Free ETF	Upgrade
Direxion Auspice Broad Commodity Strategy ETF	Upgrade
USCF SummerHaven Dynamic Commodity Strat No K-1 Fd	Upgrade
Harbor Commodity All-Weather Strategy ETF	Upgrade
KraneShares European Carbon Allowance Strategy ETF	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
Historical Sharpe Ratio (Since Inception)	Upgrade
Max Drawdown (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade