PFFL's Sortino Ratio of -0.12 indicates that for each unit of downside volatility, it generates -0.12 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 1, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
PFFL Sortino Ratio Rank
PFFL ranks above 7.9% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
PFFL Sortino Ratio Market Positioning
The chart shows PFFL's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 0.92 or lower
- Yellow zone (middle 50%): 0.92 to 2.45
- Green zone (top 25%): 2.45 or higher
- Top 1%: 14.15+
- Median: 1.82 — half of all investments score higher
How it compares to other similar ETFs
The table compares ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN's Sortino Ratio with other ETFs in the Leveraged Bonds, Preferred Stock category across multiple time periods, showing how PFFL'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 Aug 1, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| NPFI | Nuveen Preferred And Income ETF | 2.94 | |||
| FPEI | First Trust Institutional Preferred Securities & Income ETF | 2.78 | |||
| PFLD | AAM Low Duration Preferred and Income Securities ETF 144A | 2.57 | |||
| CSPF | Cohen & Steers Preferred and Income Opportunities Active ETF | 2.52 | |||
| VRP | Invesco Variable Rate Preferred ETF | 2.39 | |||
| PREF | Principal Spectrum Preferred Secs Active ETF | 2.32 | |||
| PQDI | Principal Spectrum Preferred and Income ETF | 2.27 | |||
| JHPI | John Hancock Preferred Income ETF | 2.17 | |||
| PRFD | PIMCO Preferred And Capital Securities Active Exchange-Traded Fund | 2.12 | |||
| FPE | First Trust Preferred Securities & Income ETF | 1.86 | |||
| PFFL | ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN | -0.12 |
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Historical Sortino Ratio
The chart shows PFFL'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 PFFL consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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