Direxion Daily Dow Jones Int Bl 3X ETF (WEBL)

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WEBL Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for WEBL.
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Sep '18
Jan '19
May '19
 
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270.00
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240.00

Historical Historical Sortino (5Y) Data

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Date Value

Sortino Ratio Definition

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

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Historical Sortino (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

MicroSectors™ FANG+™ 2X Leveraged ETN Upgrade
ProShares UltraPro QQQ Upgrade
ProShares Ultra QQQ Upgrade
ProShares Ultra Technology Upgrade
ProShares Ultra Semiconductors Upgrade

Historical Sortino (5Y) Related Metrics

Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade