Direxion Daily 20+ Year Treasury Bear 3X ETF (TMV)

36.86 -0.59 (-1.58%) USD  |  NYSEARCA  |  Apr 02, 16:00
36.82 -0.04 (-0.11%) After-Hours: 20:00
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TMV 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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Historical Sortino (3Y) Benchmarks

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ProShares UltraShort 20+ Year Treasury Upgrade
ProShares UltraShort 7-10 Year Treasury Upgrade
Direxion Daily 7-10 Year Treasury Bear 3X ETF Upgrade
ProShares Short High Yield Upgrade
ProShares UltraPro Short 20+ Year Treasury 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