Direxion Daily Junior Gold Miners Idx Bull 2X Shs (JNUG)

204.75 +14.24 (+7.47%) USD  |  NYSEARCA  |  Dec 11, 16:00
204.45 -0.30 (-0.15%) After-Hours: 20:00
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JNUG Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for JNUG.
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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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Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
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Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
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Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade