ProShares Ultra S&P500 (SSO)

58.26 +0.84 (+1.45%) USD  |  NYSEARCA  |  Feb 24, 16:00
58.22 -0.04 (-0.08%) After-Hours: 16:43
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SSO Historical Sortino (3Y)

Historical Sortino (3Y) 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 (3Y) Range, Past 5 Years

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Median

Historical Sortino (3Y) Benchmarks

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ProShares UltraPro S&P500 Upgrade
Direxion Daily S&P 500 Bull 3X Shares Upgrade
Direxion Daily MSCI Emerging Markets Bull 3x Shs Upgrade
Direxion Daily Financial Bull 3x Shares Upgrade
Direxion Daily Small Cap Bull 3x Shares 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