Eagle Point Defensive Income Trust I (DEFIX)

11.51 -0.01 (-0.09%) USD  |  Aug 26 2026
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DEFIX Historical Sharpe Ratio (Since Inception)

Historical Sharpe Ratio (Since Inception) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Historical Sharpe Ratio (Since Inception) Data

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Date Value

Historical Sharpe Ratio Definition

The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (Since Inception) Range, Past 5 Years

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Historical Sharpe Ratio (Since Inception) Benchmarks

View Historical Sharpe Ratio (Since Inception) Benchmarks
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Historical Sharpe Ratio (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
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Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade