First Trust Enhanced Equity Income Fund (FFA)

20.25 -0.11 (-0.54%) USD  |  NYSE  |  Dec 20, 16:00
20.25 0.00 (0.00%) After-Hours: 20:00
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FFA 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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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 Upgrade
ProShares S&P 500 High Income ETF --
Natixis Gateway Quality Income ETF --

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