Direxion HCM Tactical Enhanced US Equity Strat ETF (HCMT)

37.07 +0.74 (+2.04%) USD  |  NYSEARCA  |  Dec 20, 16:00
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HCMT Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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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Sortino Ratio Definition

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

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Historical Sortino (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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WealthTrust DBS Long Term Growth ETF Upgrade
Pacer WealthShield ETF Upgrade
AdvisorShares Q Dynamic Growth ETF Upgrade
STF Tactical Growth ETF Upgrade
Alexis Practical Tactical ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (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