NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI)

13.55 -0.08 (-0.59%) USD  |  NYSE  |  Dec 10, 16:00
13.50 -0.05 (-0.37%) After-Hours: 18:46
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MEGI Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for MEGI.
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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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Virtus Total Return Fund Inc. Upgrade
Russell Investments Global Infrastrctr ETF --
Cohen & Steers Infrastructure Fund Inc Upgrade
Nuveen Real Asset Income and Growth Fund Upgrade
DNP Select Income Fund Inc 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