Sortino ratio is not yet available for EEAU.DE. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation's Sortino Ratio with other ETFs in the Systematic Trend category across multiple time periods, showing how EEAU.DE's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 22, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| EEAU.DE | BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation | — |
Historical Sortino Ratio
The chart shows EEAU.DE's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when EEAU.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does EEAU.DE fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio