Virtus Convertible & Income Fund II (NCZ)

13.96 -0.10 (-0.71%) USD  |  NYSE  |  Dec 30, 16:00
14.07 +0.11 (+0.79%) After-Hours: 20:00
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NCZ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for NCZ.
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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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Median

Historical Sortino (Since Inception) Benchmarks

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Virtus Convertible & Income Fund Upgrade
Calamos Convertible Opportunities and Income Fund Upgrade
Calamos Convertible and High Income Fund Upgrade
Calamos Dynamic Convertible and Income Fund Upgrade
Advent Convertible and Income 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