SPYQ's Sortino Ratio of 2.82 indicates that for each unit of downside volatility, it generates 2.82 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 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.
SPYQ Sortino Ratio Rank
SPYQ ranks above 58.5% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. 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 are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
SPYQ Sortino Ratio Market Positioning
The chart shows SPYQ'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%): 1.38 or lower
- Yellow zone (middle 50%): 1.38 to 3.48
- Green zone (top 25%): 3.48 or higher
- Top 1%: 13.15+
- Median: 2.49 — half of all investments score higher
How it compares to other similar ETFs
The table compares Tradr 2X Long SPY Quarterly ETF's Sortino Ratio with other ETFs in the Leveraged Equities category across multiple time periods, showing how SPYQ'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 3, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| QTAP | Innovator Growth Accelerated Plus ETF - April | 8.64 | |||
| XTAP | Innovator U.S. Equity Accelerated Plus ETF | 8.08 | |||
| MUU | Direxion Daily MU Bull 2X Shares | 7.24 | |||
| MULL | GraniteShares 2x Long MU Daily ETF | 7.09 | |||
| KORU | Direxion Daily South Korea Bull 3X Shares | 5.25 | |||
| SOXL | Direxion Daily Semiconductor Bull 3X ETF | 5.22 | |||
| DLLL | GraniteShares 2x Long DELL Daily ETF | 5.05 | |||
| INTW | GraniteShares 2x Long INTC Daily ETF | 5.05 | |||
| GGLL | Direxion Daily GOOGL Bull 2X Shares | 4.87 | |||
| AMDL | GraniteShares 2x Long AMD Daily ETF | 4.75 | |||
| SPYQ | Tradr 2X Long SPY Quarterly ETF | 2.82 |
Historical Sortino Ratio
The chart shows SPYQ'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 SPYQ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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