PGIM Global High Yield Fund Inc (GHY)

12.35 +0.03 (+0.24%) USD  |  NYSE  |  Dec 09, 16:00
12.34 -0.01 (-0.08%) Pre-Market: 20:00
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GHY Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for GHY.
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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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PGIM High Yield Bond Fund Inc Upgrade
abrdn Income Credit Strategies Fund Upgrade
Credit Suisse Asset Management Income Fund Inc. Upgrade
Credit Suisse High Yield Credit Fund Upgrade
Pioneer Diversified High Income Fund, Inc. --

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