Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX)

27.37 +0.03 (+0.11%) USD  |  NASDAQ  |  Dec 26, 10:44
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QQQX 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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Eaton Vance Tax-Managed Buy-Write Opp Upgrade
Eaton Vance Tax-mangd Glo Buy-write Oppo Upgrade
Global X S&P 500 Covered Call ETF Upgrade
First Trust BuyWrite Income ETF Upgrade
JPMorgan Equity Premium Income ETF --

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