ProShares UltraPro MidCap400 (UMDD)

25.56 -0.79 (-3.00%) USD  |  NYSEARCA  |  Dec 31, 16:00
25.80 +0.24 (+0.92%) After-Hours: 20:00
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UMDD Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for UMDD.
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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 SmallCap600 Upgrade
ProShares Ultra MidCap400 Upgrade
Direxion Daily Mid Cap Bull 3x Shares Upgrade
Direxion Daily Small Cap Bull 3x Shares Upgrade
ProShares Ultra Russell2000 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