United States Commodity Index Fund (USCI)

78.11 -0.24 (-0.31%) USD  |  NYSEARCA  |  Dec 29, 16:00
78.35 +0.24 (+0.31%) After-Hours: 20:00
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USCI Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for USCI.
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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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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 (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