DRN Historical Sortino (10Y) Analysis

Direxion Daily Real Estate Bull 3X Shares (DRN)

10.51 +0.16 (+1.55%) USD | NYSEARCA | Feb 26, 15:40

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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Direxion Daily S&P 500 High Beta Bull 3X Shares	--
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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