ETRACS 2x Leveraged US Size Fctr TR ETN (IWML)

21.26 +0.58 (+2.81%) USD  |  NYSEARCA  |  Oct 04, 16:00
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IWML Historical Sortino (3Y)

Historical Sortino (3Y) Chart

View Historical Sortino (3Y) for IWML.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (3Y) Data

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Date Value
September 30, 2024 --
August 31, 2024 --
July 31, 2024 --
Date Value
June 30, 2024 --
May 31, 2024 --
April 30, 2024 --

Sortino Ratio Definition

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

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Historical Sortino (3Y) Range, Past 5 Years

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Minimum
Apr 2024
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Maximum
Jul 2024
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Average
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Median

Historical Sortino (3Y) Benchmarks

Direxion Daily Small Cap Bull 3X ETF Upgrade
ProShares Ultra Russell2000 Upgrade
ProShares UltraPro Russell2000 Upgrade
ProShares UltraShort Russell2000 Upgrade
Direxion Daily Small Cap Bear 3X ETF Upgrade

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade