Virtus AllianzGI Equity & Convertible Income Fund (NIE)

24.54 +0.03 (+0.12%) USD  |  NYSE  |  Dec 27, 16:00
24.50 -0.04 (-0.16%) After-Hours: 20:00
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NIE 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 Strategic Total Return Fund Upgrade
Advent Convertible & Income Fund Upgrade
Virtus AllianzGI Diversified Income & Convertible Fund Upgrade
WisdomTree US Efficient Core Fund Upgrade
Newfound/ReSolve Robust Momentum ETF 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