TSMU's Sortino Ratio of 2.01 indicates that for each unit of downside volatility, it generates 2.01 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 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.
TSMU Sortino Ratio Rank
TSMU ranks above 59.0% 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
TSMU Sortino Ratio Market Positioning
The chart shows TSMU'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%): 0.91 or lower
- Yellow zone (middle 50%): 0.91 to 2.46
- Green zone (top 25%): 2.46 or higher
- Top 1%: 14.22+
- Median: 1.82 — half of all investments score higher
How it compares to other similar ETFs
The table compares GraniteShares 2x Long TSM Daily ETF's Sortino Ratio with other ETFs in the Leveraged Equities category across multiple time periods, showing how TSMU'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 Aug 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| XTAP | Innovator U.S. Equity Accelerated Plus ETF | 6.04 | |||
| MUU | Direxion Daily MU Bull 2X Shares | 4.86 | |||
| MULL | GraniteShares 2x Long MU Daily ETF | 4.77 | |||
| QTAP | Innovator Growth Accelerated Plus ETF - April | 4.74 | |||
| INTW | GraniteShares 2x Long INTC Daily ETF | 4.00 | |||
| SCDL | ETRACS 2x Leveraged U.S. Dividend Factor TR ETN | 3.97 | |||
| PILL | Direxion Daily Pharmaceutical & Medical Bull 3X Shares | 3.65 | |||
| DLLL | GraniteShares 2x Long DELL Daily ETF | 3.57 | |||
| IWDL | ETRACS 2x Leveraged US Value Factor TR ETN | 3.46 | |||
| GOOW | Roundhill GOOGL WeeklyPay™ ETF | 3.43 | |||
| TSMU | GraniteShares 2x Long TSM Daily ETF | 2.01 |
Compare this symbol against anything
How much price history to include in the calculation
Historical Sortino Ratio
The chart shows TSMU'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 TSMU consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does TSMU fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio