VXZ Historical Sortino (Since Inception) Trends

iPath Exchange Traded Notes S&P 500 VIX MT Ftrs B (VXZ)

54.39 -0.96 (-1.73%) USD | BATS | Dec 10, 16:00

54.39 0.00 (0.00%) After-Hours: 20:00

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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Average

Median

Historical Sortino (Since Inception) Benchmarks

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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
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Max Drawdown (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade