Amplify CWP International Enhanced Div Inc ETF (IDVO)

43.73 +0.25 (+0.58%) USD  |  NYSEARCA  |  Feb 25, 16:00
43.53 -0.20 (-0.46%) After-Hours: 07:44
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IDVO Historical Sortino (3Y)

Historical Sortino (3Y) 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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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 (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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iShares US Large Cap Premium Income Active ETF --
First Trust BuyWrite Income ETF Upgrade
Invesco MSCI EAFE Income Advantage ETF --
Amplify CWP Growth & Income ETF --
BlackRock Enhanced International Dividend Trust Upgrade

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade