ProShares Ultra VIX Short-Term Futures ETF (UVXY)

22.42 -2.82 (-11.17%) USD  |  BATS  |  Dec 20, 16:00
22.08 -0.34 (-1.52%) Pre-Market: 20:00
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UVXY Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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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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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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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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iPath Exchange Traded Notes S&P 500 VIX ST Ftrs B Upgrade
ProShares VIX Short-Term Futures ETF Upgrade
UBS ETRACS 2xMonthly Pay Levd Pref Stk Idx ETN Upgrade
UBS ETRACS Monthly Pay 1.5x Levergd CEF Idx ETN Upgrade
ProShares Short VIX Short-Term Futures 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade