Defiance Daily Target 2X Short TSM ETF (STSM)

17.95 +0.75 (+4.37%) USD  |  NYSEARCA  |  Aug 28, 16:00
17.89 -0.06 (-0.33%) After-Hours: 20:00
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STSM Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for STSM.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Historical Sortino (Since Inception) Data

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Date Value

Historical Sortino Ratio Definition

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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Median

Historical Sortino (Since Inception) Benchmarks

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Defiance Daily Target 2X Short SMCI ETF Upgrade
Defiance Daily Target 2X Short QBTS ETF --
Defiance Daily Target 2X Short RKLB ETF --
Defiance Daily Target 2X Short ASTS ETF --
T-REX 2X Inverse CRCL Daily Target ETF --

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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade