Voya Global Advantage and Premium Opportunity Fund (IGA)

9.33 -0.15 (-1.58%) USD  |  NYSE  |  Dec 27, 16:00
9.41 +0.08 (+0.86%) After-Hours: 20:00
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IGA Historical Sortino (5Y)

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

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Historical Sortino (5Y) Benchmarks

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Voya Global Equity Dividend and Premium Opportunity Fund Upgrade
ETC 6 Meridian Hedged Equity-Index Option Strt ETF --
Global X Dow 30 Covered Call ETF --
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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
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade