Grayscale Bitcoin Trust ETF (GBTC)

56.98 +3.80 (+7.15%) USD  |  NYSEARCA  |  Mar 04, 16:00
56.70 -0.28 (-0.49%) After-Hours: 17:55
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GBTC Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for GBTC.
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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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Grayscale Bitcoin Mini Trust ETF --
Grayscale Ethereum Staking ETF --
VanEck Bitcoin --
iShares Bitcoin Trust ETF --
Bitwise Bitcoin ETF --

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (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