First Trust Enhanced Equity Income Fund (FFA)

20.53 -0.19 (-0.92%) USD  |  NYSE  |  Dec 27, 16:00
20.55 +0.02 (+0.10%) Pre-Market: 20:00
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FFA 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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Historical Sortino (5Y) Benchmarks

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Eaton Vance Tax-Managed Buy-Write Income Fund Upgrade
Nuveen S&P 500 Dynamic Overwrite Fund Upgrade
Goldman Sachs S&P 500 Core Premium Income ETF --
ProShares S&P 500 High Income ETF --
Natixis Gateway Quality Income 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