Nuveen Real Asset Income and Growth Fund (JRI)

12.10 +0.04 (+0.33%) USD  |  NYSE  |  Dec 23, 16:00
12.10 0.00 (0.00%) After-Hours: 20:00
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JRI Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) 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 Upgrade
Allspring Global Dividend Opportunity Fund Upgrade

Historical Sortino (Since Inception) Related Metrics

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