iPath® B S&P 500® VIX S/T Futs™ ETN (VXX)
47.63
-0.40
(-0.83%)
USD |
BATS |
Nov 21, 16:00
47.71
+0.08
(+0.17%)
After-Hours: 16:26
VXX Historical Sortino (Since Inception)
Historical Sortino (Since Inception) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Historical Sortino (Since Inception) Data
| Date | Value |
|---|---|
| September 30, 2024 | -- |
| August 31, 2024 | -- |
| July 31, 2024 | -- |
| June 30, 2024 | -- |
| May 31, 2024 | -- |
| April 30, 2024 | -- |
| March 31, 2024 | -- |
| February 29, 2024 | -- |
| January 31, 2024 | -- |
| December 31, 2023 | -- |
| November 30, 2023 | -- |
| October 31, 2023 | -- |
| September 30, 2023 | -- |
| August 31, 2023 | -- |
| July 31, 2023 | -- |
| June 30, 2023 | -- |
| May 31, 2023 | -- |
| April 30, 2023 | -- |
| March 31, 2023 | -- |
| February 28, 2023 | -- |
| January 31, 2023 | -- |
| December 31, 2022 | -- |
| November 30, 2022 | -- |
| October 31, 2022 | -- |
| September 30, 2022 | -- |
| Date | Value |
|---|---|
| August 31, 2022 | -- |
| July 31, 2022 | -- |
| June 30, 2022 | -- |
| May 31, 2022 | -- |
| April 30, 2022 | -- |
| March 31, 2022 | -- |
| February 28, 2022 | -- |
| January 31, 2022 | -- |
| December 31, 2021 | -- |
| November 30, 2021 | -- |
| October 31, 2021 | -- |
| September 30, 2021 | -- |
| August 31, 2021 | -- |
| July 31, 2021 | -- |
| June 30, 2021 | -- |
| May 31, 2021 | -- |
| April 30, 2021 | -- |
| March 31, 2021 | -- |
| February 28, 2021 | -- |
| January 31, 2021 | -- |
| December 31, 2020 | -- |
| November 30, 2020 | -- |
| October 31, 2020 | -- |
| September 30, 2020 | -- |
| August 31, 2020 | -- |
Sortino Ratio Definition
The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.