S&P GSCI Copper Excess Return (^SG3A)
1149.53
+6.58
(+0.58%)
USD |
Aug 25, 13:15
S&P GSCI Copper Excess Return 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 |
|---|---|
| July 31, 2026 | -- |
| June 30, 2026 | -- |
| May 31, 2026 | -- |
| April 30, 2026 | -- |
| March 31, 2026 | -- |
| February 28, 2026 | -- |
| January 31, 2026 | -- |
| December 31, 2025 | -- |
| November 30, 2025 | -- |
| October 31, 2025 | -- |
| September 30, 2025 | -- |
| August 31, 2025 | -- |
| July 31, 2025 | -- |
| June 30, 2025 | -- |
| May 31, 2025 | -- |
| April 30, 2025 | -- |
| March 31, 2025 | -- |
| February 28, 2025 | -- |
| January 31, 2025 | -- |
| December 31, 2024 | -- |
| November 30, 2024 | -- |
| October 31, 2024 | -- |
| September 30, 2024 | -- |
| August 31, 2024 | -- |
| July 31, 2024 | -- |
| Date | Value |
|---|---|
| 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 | -- |
| August 31, 2022 | -- |
| July 31, 2022 | -- |
| June 30, 2022 | -- |
Historical Sortino Ratio Definition
Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.
Historical Sortino (Since Inception) Range, Past 5 Years
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Minimum
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Maximum
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Average
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Median