VanEck Commodity Strategy ETF (PIT)

55.41 +0.86 (+1.57%) USD  |  BATS  |  Jan 12, 16:00
55.28 -0.12 (-0.23%) After-Hours: 20:00
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PIT 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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First Trust Global Tactical Commodity Strategy Fd Upgrade
UBS ETRACS CMCI Total Return ETN Series B Upgrade
DoubleLine Commodity Strategy ETF Upgrade
United States Commodity Index Fund Upgrade
iShares S&P GSCI Commodity-Indexed Trust 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