Sortino ratio is not yet available for HG=F. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar futures
The table compares HG=F's Sortino Ratio with other similar investments across multiple time periods.
Data shows available time periods plus all-time averages, as of Jun 23, 2026.
Historical Sortino Ratio
The chart shows HG=F'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 HG=F consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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