Invesco MSCI EAFE Income Advantage ETF (EFAA)

46.91 -0.14 (-0.30%) USD  |  NYSEARCA  |  Dec 20, 16:00
47.05 +0.14 (+0.29%) After-Hours: 20:00
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EFAA Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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REX AI Equity Premium Income ETF --
NEOS Russell 2000 High Income ETF --
Invesco S&P 500 Equal Weight Income Advantage ETF --
Invesco QQQ Income Advantage ETF --
Eaton Vance Tax-Managed Buy-Write Income Fund 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade