Sortino ratio is not yet available for ^DXY. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
^DXY Sortino Ratio Rank
^DXY ranks above 15.3% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
How it compares to other similar indices
The table compares ^DXY's Sortino Ratio with other similar indices across multiple time periods, showing relative risk-adjusted performance.
Data shows 1-, 5-, and 10-year periods, plus each index's all-time average, as of Jun 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ^NWX | ARCA Networking | 4.61 | |||
| ^PUT | CBOE S&P 500 PutWrite Index | 3.41 | |||
| ^NBI | NASDAQ Biotechnology Index | 3.25 | |||
| ^SOX | PHLX Semiconductor Index | 3.05 | |||
| ^IMXL | Dow Jones Islamic Market Titans 100 Index | 2.66 | |||
| ^W1DOW | Dow Jones Global Index | 2.61 | |||
| ^DJAT | Dow Jones Asian Titans 50 Index | 2.54 | |||
| ^DJA | Dow Jones Composite Average Index | 2.45 | |||
| ^DRG | ARCA Pharmaceutical Index | 2.40 | |||
| ^SP600 | S&P 600 | 2.40 | |||
| ^DXY | US Dollar Currency Index | 0.19 |
Historical Sortino Ratio
The chart shows ^DXY's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when ^DXY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does ^DXY fit in your portfolio?
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