Global X Copper Miners ETF (COPX)

82.33 +2.96 (+3.73%) USD  |  NYSEARCA  |  May 20, 16:00
82.20 -0.13 (-0.16%) After-Hours: 18:33
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COPX Historical Sortino (10Y)

Historical Sortino (10Y) 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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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iShares MSCI Global Metals & Mining Producers ETF Upgrade
Global X Lithium & Battery Tech ETF Upgrade
VanEck Rare Earth and Strategic Metals ETF Upgrade
VanEck Copper and Green Metals ETF --
Invesco MSCI Global Timber ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade