SGDM's Sortino Ratio of 1.48 indicates that for each unit of downside volatility, it generates 1.48 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 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.
SGDM Sortino Ratio Rank
SGDM ranks above 28.1% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average 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
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
SGDM Sortino Ratio Market Positioning
The chart shows SGDM'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%): 1.34 or lower
- Yellow zone (middle 50%): 1.34 to 3.21
- Green zone (top 25%): 3.21 or higher
- Top 1%: 14.64+
- Median: 2.38 — half of all investments score higher
How it compares to other similar ETFs
The table compares Sprott Gold Miners ETF's Sortino Ratio with other ETFs in the Gold, Precious Metals category across multiple time periods, showing how SGDM'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 Jun 23, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| AGMI | Themes Silver Miners ETF | 2.19 | |||
| SILJ | Amplify Junior Silver Miners ETF | 2.04 | |||
| SLVP | iShares MSCI Global Silver and Metals Miners ETF | 2.03 | |||
| SGDJ | Sprott Junior Gold Miners ETF | 2.02 | |||
| SIL | Global X Silver Miners ETF | 1.88 | |||
| GDE | WisdomTree Efficient Gold Plus Equity Strategy Fund | 1.88 | |||
| SLVR | Sprott Silver Miners & Physical Silver ETF | 1.84 | |||
| SLVO | UBS ETRACS Silver Shares Covered Call ETN | 1.83 | |||
| GOEX | Global X Gold Explorers ETF | 1.76 | |||
| RING | iShares MSCI Global Gold Miners ETF | 1.71 | |||
| SGDM | Sprott Gold Miners ETF | 1.48 |
Historical Sortino Ratio
The chart shows SGDM'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 SGDM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does SGDM fit in your portfolio?
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