Global X S&P 500 Covered Call ETF (XYLD)

40.42 +0.32 (+0.80%) USD  |  NYSEARCA  |  Jan 21, 16:00
40.60 +0.18 (+0.45%) Pre-Market: 09:04
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XYLD Historical Sortino (10Y)

Historical Sortino (10Y) 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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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ProShares S&P 500 High Income ETF --
Global X NASDAQ 100 Covered Call ETF Upgrade
Global X Russell 2000 Covered Call ETF --
Global X S&P 500 Covered Call & Growth ETF --
Global X S&P 500 Risk Managed Income ETF --

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade