Ellington Credit Co. (EARN)

5.53 +0.12 (+2.22%) USD  |  NYSE  |  Jan 09, 16:00
5.54 +0.01 (+0.18%) Pre-Market: 20:00
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EARN Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for EARN.
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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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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

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ProShares High Yield-Interest Rate Hedged Upgrade
WisdomTree Interest Rate Hedged High Yield Bond Fd Upgrade
Counterpoint High Yield Trend ETF Upgrade
ProShares Investment Grade-Interest Rate Hdg ETF Upgrade
FolioBeyond Alternative Income and Int Rt Hdg ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

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