Direxion Daily Real Estate Bull 3X Shares (DRN)

9.97 -0.01 (-0.10%) USD  |  NYSEARCA  |  Dec 26, 11:03
More

DRN Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for DRN.
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

Sortino Ratio Definition

View Sortino Ratio Definition
Start Trial

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

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
ProShares Ultra Real Estate Upgrade
ProShares Ultra Nasdaq Biotechnology Upgrade
Direxion Daily S&P 500 High Beta Bull 3X Shares Upgrade
Direxion Daily Gold Miners Index Bull 2X Shares Upgrade
Direxion Daily Junior Gold Miners Idx Bull 2X Shs 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