Amplify Samsung US Natural Gas Infrastructure ETF (USNG)

32.07 +0.82 (+2.63%) USD  |  NYSEARCA  |  Feb 13, 16:00
32.24 +0.17 (+0.52%) After-Hours: 20:00
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USNG Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for USNG.
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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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Global X PureCap MSCI Energy ETF --
iShares US Oil Equipment & Services ETF Upgrade
Vanguard Energy Index Fund ETF Upgrade
Fidelity MSCI Energy Index ETF Upgrade
iShares US Energy 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade