Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF)

37.49 +0.33 (+0.89%) USD  |  NYSEARCA  |  Mar 17, 16:00
37.54 +0.05 (+0.13%) After-Hours: 18:55
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TMF 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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ProShares Ultra 7-10 Year Treasury Upgrade
Direxion Daily 7-10 Year Treasury Bull 3X ETF Upgrade
ProShares Ultra 20+ Year Treasury Upgrade
ProShares Ultra High Yield Upgrade
State Street SPDR Portfolio Long Term Treasury ETF 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