Eaton Vance Income Opportunities ETF (XAGG)

50.83 +0.01 (+0.02%) USD  |  NYSEARCA  |  Jan 13, 16:00
50.83 0.00 (0.00%) After-Hours: 16:03
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XAGG 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
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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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American Century Multisector Income ETF Upgrade
iShares Yield Optimized Bond ETF Upgrade
Palmer Square Credit Opportunities ETF Upgrade
Virtus Global Multi-Sector Income Fund Upgrade
Columbia Diversified Fixed Income Allocation ETF 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