iPath® CBOE S&P 500 BuyWrite ETN (BWVTF)

105.00 0.00 (0.00%) USD  |  OTCM  |  Dec 26, 16:00
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BWVTF Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (5Y) Range, Past 5 Years

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Median

Historical Sortino (5Y) Benchmarks

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Global X S&P 500 Covered Call ETF Upgrade
Global X Russell 2000 Covered Call & Growth ETF --
Global X Nasdaq 100 ESG Covered Call ETF --
Global X S&P 500 ESG Covered Call ETF --
Global X Dow 30 Covered Call & Growth ETF --

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade