Direxion Daily Small Cap Bull 3x Shares (TNA)

42.30 -0.58 (-1.35%) USD  |  NYSEARCA  |  Dec 23, 16:00
42.27 -0.03 (-0.07%) After-Hours: 20:00
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TNA Historical Sortino (5Y)

Historical Sortino (5Y) 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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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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ProShares Ultra Russell2000 Upgrade
ProShares UltraPro Russell2000 Upgrade
UBS ETRACS 2x Levd US Size Factor TR ETN --
Vanguard Russell 2000 Index Fund ETF Upgrade
iShares Russell 2000 ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade