WisdomTree Managed Futures Strategy Fund (WTMF)

36.20 +0.15 (+0.41%) USD  |  NYSEARCA  |  Dec 16, 16:00
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WTMF Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for WTMF.
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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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Sortino Ratio Definition

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

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Historical Sortino (Since Inception) Range, Past 5 Years

View Historical Sortino (Since Inception) Range, Past 5 Years
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Historical Sortino (Since Inception) Benchmarks

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First Trust Managed Futures Strategy Fund Upgrade
KraneShares Mount Lucas Managed Futures Ix Str ETF Upgrade
Simplify Managed Futures Strategy ETF Upgrade
iMGP DBi Managed Futures Strategy ETF Upgrade
American Beacon AHL Trend 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