VanEck Junior Gold Miners ETF (GDXJ)

145.03 +2.94 (+2.07%) USD  |  NYSEARCA  |  Jan 23, 16:00
145.79 +0.76 (+0.52%) After-Hours: 20:00
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GDXJ Historical Sortino (15Y)

Historical Sortino (15Y) Chart

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Sep '18
Jan '19
May '19
 
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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 (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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Global X Silver Miners ETF Upgrade
iShares MSCI Global Silver and Metals Miners ETF --
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iShares MSCI Global Gold Miners ETF --
Sprott Gold Miners ETF --

Historical Sortino (15Y) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Max Drawdown (15Y) Upgrade
Monthly Value at Risk (VaR) 5% (15Y Lookback) Upgrade