Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG)

9.27 +0.02 (+0.22%) USD  |  NYSE  |  Dec 10, 16:00
9.27 0.00 (0.00%) After-Hours: 20:00
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EXG 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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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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Historical Sortino (Since Inception) Benchmarks

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Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund Upgrade
First Trust Enhanced Equity Income Fund Upgrade
Nuveen S&P 500 Dynamic Overwrite Fund Upgrade
Eaton Vance Tax-Managed Buy-Write Income Fund Upgrade
Eaton Vance Tax-Managed Buy-Write Opportunities 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade