United States Commodity Index Fund (USCI)

80.31 -0.74 (-0.91%) USD  |  NYSEARCA  |  Jan 16, 16:00
80.00 -0.31 (-0.39%) After-Hours: 20:00
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USCI Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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abrdn Bloomberg All Cmdty Lngr Dtd Strt K-1 Fr ETF Upgrade
Direxion Auspice Broad Commodity Strategy ETF Upgrade
iShares Bloomberg Roll Select Commodity Strategy Upgrade
USCF SummerHaven Dynamic Commodity Strat No K-1 Fd Upgrade
Invesco DB Commodity Index Tracking Fund 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