iMGP DBi Managed Futures Strategy ETF (DBMF)

28.17 -0.36 (-1.26%) USD  |  NYSEARCA  |  Sep 27, 16:00
28.20 +0.03 (+0.11%) After-Hours: 20:00
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DBMF Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for DBMF.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
August 31, 2024 --
Date Value
July 31, 2024 --

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (5Y) Range, Past 5 Years

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Minimum
Aug 2024
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Maximum
Jul 2024
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Average
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Median

Historical Sortino (5Y) Benchmarks

WisdomTree Managed Futures Strategy ETF Upgrade
First Trust Managed Future Strategy ETF Upgrade
KraneShares Mount LucasMgdFutsIdxStgyETF --
Simplify Managed Futures Strategy ETF --
Virtus AlphaSimplex Managed Futures ETF --

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