GPIX Historical Sortino (Since Inception) Analysis

Goldman Sachs S&P 500 Core Premium Income ETF (GPIX)

49.72 +0.53 (+1.08%) USD | NASDAQ | Dec 20, 16:00

49.82 +0.10 (+0.20%) After-Hours: 20:00

View Historical Sortino (Since Inception) for GPIX.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View 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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Eaton Vance Tax-Managed Buy-Write Income Fund	Upgrade
First Trust Enhanced Equity Income Fund	Upgrade
Nuveen S&P 500 Dynamic Overwrite Fund	Upgrade
Natixis Gateway Quality Income ETF	--
ProShares S&P 500 High Income ETF	--

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