Direxion Daily Crypto Industry Bear 1X Shares (REKT)

19.12 -0.72 (-3.63%) USD  |  NYSEARCA  |  Feb 24, 16:00
19.25 +0.13 (+0.68%) After-Hours: 20:00
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REKT Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for REKT.
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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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Maximum
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Median

Historical Sortino (Since Inception) Benchmarks

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ProShares Short MidCap400 Upgrade
ProShares Short MSCI EAFE Upgrade
ProShares Short MSCI Emerging Markets Upgrade
ProShares Short SmallCap600 Upgrade
ProShares Short Financials 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