Nuveen Real Asset Income and Growth Fund (JRI)

12.22 0.00 (0.00%) USD  |  NYSE  |  Jan 08, 16:00
12.21 -0.01 (-0.08%) After-Hours: 20:00
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JRI 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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Calamos Global Total Return Fund Upgrade
Calamos Global Dynamic Income Fund Upgrade
Eaton Vance Tax-advtgd Global Divid Oppo Upgrade
Nuveen Multi-Asset Income Fund --
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
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade