GraniteShares Bloomberg Commodity Broad Str No K-1 (COMB)

23.03 -0.36 (-1.56%) USD  |  NYSEARCA  |  Dec 08, 16:00
23.08 +0.05 (+0.22%) After-Hours: 20:00
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COMB Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for COMB.
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Sep '18
Jan '19
May '19
 
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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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Historical Sortino (Since Inception) Benchmarks

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abrdn Bloomberg All Cmdty Lngr Dtd Strt K-1 Fr ETF Upgrade
United States Commodity Index Fund Upgrade
iShares Bloomberg Roll Select Commodity Strategy Upgrade
Direxion Auspice Broad Commodity Strategy ETF Upgrade
USCF SummerHaven Dynamic Commodity Strat No K-1 Fd 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