Direxion Daily CSI China Internet Idx Bull 2X Shs (CWEB)

43.78 +3.68 (+9.16%) USD  |  NYSEARCA  |  Jan 02, 16:00
43.97 +0.18 (+0.42%) After-Hours: 17:57
More

CWEB Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for CWEB.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
Direxion Daily MSCI Emerging Markets Bull 3x Shs Upgrade
Direxion Daily MSCI South Korea Bull 3X Shares Upgrade
Direxion Daily S&P 500 Bull 2X Shares Upgrade
Direxion Daily CSI 300 China A Share Bull 2X Shs Upgrade
ProShares Ultra S&P500 Upgrade

Historical Sortino (5Y) Related Metrics

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