CATF Historical Sortino (Since Inception) Analysis

American Century California Municipal Bond ETF (CATF)

49.80 +0.18 (+0.35%) USD | NYSEARCA | Dec 20, 16:00

View Historical Sortino (Since Inception) for CATF.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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NYLI MacKay California Muni Intermediate ETF	Upgrade
Xtrackers California Municipal Bond ETF	--
Goldman Sachs Dynamic California Municipal Inc ETF	--
Rockefeller California Municipal Bond ETF	--
DFA Dimensional California Municipal Bond ETF	Upgrade

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
Max Drawdown (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade