Harbor Commodity All-Weather Strategy ETF (HGER)

24.81 -0.41 (-1.63%) USD  |  NYSE  |  Dec 29, 16:00
24.85 +0.04 (+0.16%) Pre-Market: 20:00
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HGER 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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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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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abrdn Bloomberg All Commodity Strat K-1 Free ETF Upgrade
Direxion Auspice Broad Commodity Strategy ETF Upgrade
USCF SummerHaven Dynamic Commodity Strat No K-1 Fd Upgrade
VanEck CMCI Commodity Strategy ETF Upgrade
ProShares K-1 Free Crude Oil 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