Eaton Vance CA Muni Income Trust (CEV)

10.04 -0.03 (-0.30%) USD  |  NYAM  |  Dec 23, 12:51
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CEV Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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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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Historical Sortino (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Eaton Vance California Municipal Bond Fund Upgrade
PIMCO California Municipal Income Fund Upgrade
Nuveen California Quality Municipal Income Fund Upgrade
PIMCO CA Muni Income Fund II Upgrade
PIMCO CA Muni Income Fund III 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