ProShares VIX Short-Term Futures ETF (VIXY)

25.60 +0.12 (+0.47%) USD  |  BATS  |  Jan 16, 16:00
25.65 +0.05 (+0.20%) After-Hours: 20:00
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VIXY Historical Sortino (3Y)

Historical Sortino (3Y) 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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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 (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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iPath Exchange Traded Notes S&P 500 VIX ST Ftrs B Upgrade
ProShares Short VIX Short-Term Futures ETF Upgrade
iPath Exchange Traded Notes S&P 500 VIX MT Ftrs B Upgrade
ProShares Ultra VIX Short-Term Futures ETF Upgrade
ProShares VIX Mid-Term Futures ETF Upgrade

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade