TSXD Historical Sortino (Since Inception) Analysis

Direxion Daily Semiconductors Top 5 Bear 2X ETF (TSXD)

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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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Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) Benchmarks

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ProShares UltraShort FTSE China 50	Upgrade
ProShares Short MidCap400	Upgrade
ProShares UltraShort MidCap400	Upgrade
ProShares UltraShort MSCI Brazil Capped	Upgrade
ProShares UltraShort MSCI Emerging Markets	Upgrade

Historical Sortino (Since Inception) Related Metrics

Annualized Standard Deviation of Monthly Returns (Since Inception)	Upgrade
Max Drawdown (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade