GDX Historical Sortino (Since Inception) Analysis

VanEck Gold Miners ETF (GDX)

81.87 +2.71 (+3.42%) USD | NYSEARCA | Dec 09, 12:14

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for GDX.
Upgrade now.

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

View Historical Sortino (Since Inception) Range, Past 5 Years

Start Trial

Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) Benchmarks

View Historical Sortino (Since Inception) Benchmarks

Start Trial

iShares MSCI Global Gold Miners ETF	Upgrade
Global X Silver Miners ETF	Upgrade
VanEck Junior Gold Miners ETF	Upgrade
Global X Gold Explorers ETF	Upgrade
iShares MSCI Global Silver and Metals Miners ETF	Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (Since Inception)	Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception)	Upgrade
Historical Sharpe Ratio (Since Inception)	Upgrade
Max Drawdown (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade