Highland Global Allocation Fund (HGLB)

7.72 +0.18 (+2.39%) USD  |  NYSE  |  Nov 25, 16:00
7.70 -0.02 (-0.26%) After-Hours: 20:00
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HGLB Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for HGLB.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
July 31, 2024 --
June 30, 2024 --
Date Value
May 31, 2024 --
April 30, 2024 --
March 31, 2024 --
February 29, 2024 --

Sortino Ratio Definition

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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Minimum
Apr 2024
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Maximum
Oct 2024
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Average
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Median
May 2024

Historical Sortino (5Y) Benchmarks

Nuveen Real Asset Income and Growth Fund Upgrade
Calamos Global Total Return Fund Upgrade
Calamos Global Dynamic Income Fund Upgrade
Eaton Vance Tax-advtgd Global Divid Oppo Upgrade
Allspring Global Dividend Opportunity Fund Upgrade

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
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade