JPMorgan Equity Premium Yield ETF (ROCY)

54.69 -0.67 (-1.21%) USD  |  NASDAQ  |  Oct 30, 16:00
54.46 -0.23 (-0.42%) Pre-Market: 20:00
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ROCY 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

Historical Historical Sortino (Since Inception) Data

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Date Value

Historical Sortino Ratio Definition

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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Eaton Vance Enhanced Equity Income Fund Upgrade
Eaton Vance Tax-Managed Buy-Write Income Fund Upgrade
Eaton Vance Tax-Managed Buy-Write Oppty Fund Upgrade
Eaton Vance Tax-Managed Glbl Buy-Write Oppty Fund Upgrade
Eaton Vance Tax-Managed Diversified Eqty Inc 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade