ProShares Ultra VIX Short-Term Futures ETF (UVXY)

41.51 +5.97 (+16.80%) USD  |  BATS  |  Jan 20, 16:00
40.56 -0.95 (-2.29%) Pre-Market: 20:00
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UVXY Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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ProShares Short VIX Short-Term Futures ETF Upgrade
Roundhill NVDA WeeklyPay ETF --
Roundhill PLTR WeeklyPay ETF --
Roundhill TSLA WeeklyPay ETF --
Teucrium 2x Long Daily XRP ETF --

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