Direxion Daily MU Bear 1X Shares (MUD) Sortino Ratio: -3.06
MUD's Sortino Ratio of -3.06 indicates that for each unit of downside volatility, it generates -3.06 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
MUD Sortino Ratio Rank
MUD ranks above 0.0% of all investments in our database based on Sortino Ratio over the past 12 months, undefined. 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
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MUD Sortino Ratio Market Positioning
The chart shows MUD's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 0.81 or lower
- Yellow zone (middle 50%): 0.81 to 2.04
- Green zone (top 25%): 2.04 or higher
- Top 1%: 10.15+
- Median: 1.44 — half of all investments score higher
How it compares to other similar ETFs
The table compares Direxion Daily MU Bear 1X Shares's Sortino Ratio with other ETFs in the Inverse Equities category across multiple time periods, showing how MUD's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| MSTZ | T-REX 2X Inverse MSTR Daily Target ETF | 1.17 | |||
| HDGE | AdvisorShares Ranger Equity Bear ETF | 0.45 | |||
| SEF | ProShares Short Financials | 0.34 | |||
| MSFD | Direxion Daily MSFT Bear 1X Shares | 0.29 | |||
| SVIX | Volatility Shares -1x Short VIX Futures ETF | 0.10 | |||
| YXI | ProShares Short FTSE China 50 | 0.04 | |||
| METD | Direxion Daily META Bear 1X ETF | 0.01 | |||
| DWSH | AdvisorShares Dorsey Wright Short ETF | -0.15 | |||
| AMZD | Direxion Daily AMZN Bear 1X Shares | -0.33 | |||
| ZIVB | -1x Short VIX Mid-Term Futures Strategy ETF | -0.35 | |||
| MUD | Direxion Daily MU Bear 1X Shares | -3.06 |
Historical Sortino Ratio
The chart shows MUD'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 MUD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore MUD risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.