iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT)

35.01 -0.25 (-0.72%) USD  |  NASDAQ  |  May 22, 16:00
34.54 -0.47 (-1.34%) After-Hours: 07:19
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COMT Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for COMT.
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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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Historical Sortino (Since Inception) Benchmarks

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Invesco DB Commodity Index Tracking Fund Upgrade
iPath ETN Bloomberg Cmmdty Index Tot Ret A Upgrade
iShares S&P GSCI Commodity-Indexed Trust Upgrade
abrdn Bloomberg All Commodity Strat K-1 Free ETF Upgrade
Harbor Commodity All-Weather 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