Direxion Daily 7-10 Year Treasury Bull 3X Shares (TYD)

23.20 -0.72 (-3.01%) USD  |  NYSEARCA  |  Dec 24, 11:42
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TYD 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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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 (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
ProShares UltraShort 7-10 Year Treasury Upgrade
Direxion Daily 7-10 Year Treasury Bear 3X Shares Upgrade
ProShares Short 7-10 Year Treasury Upgrade
iShares 7-10 Year Treasury Bond 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