VXX Historical Sortino (Since Inception) Analysis

iPath Exchange Traded Notes S&P 500 VIX ST Ftrs B (VXX)

29.99 -1.25 (-4.00%) USD | BATS | Dec 10, 16:00

30.22 +0.23 (+0.77%) After-Hours: 18:46

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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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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Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) Benchmarks

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