NYLI VP MacKay Convertible Portfolio Service 2 (LP40302136)

17.65 -0.04 (-0.23%) USD  |  Jan 16 2026
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LP40302136 Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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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Historical Sortino (Since Inception) Benchmarks

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Nomura Climate Solutions Fund C Upgrade
ABR Dynamic Blend Equity & Volatility Fund Inv Upgrade
JNL/Mellon Materials Sector Fund I Upgrade
JNL/Mellon Consumer Staples Sector Fund I Upgrade
Gabelli Pet Parents' Fund I 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