Capital Group Short Duration Municipal Income ETF (CGSM)

25.95 -0.06 (-0.23%) USD  |  NYSEARCA  |  Dec 24, 16:00
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CGSM Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for CGSM.
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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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PIMCO Short Term Municipal Bond Active Exch Tr Fd Upgrade
AB Tax-Aware Short Duration Municipal ETF Upgrade
iShares Short Maturity Municipal Bond Active ETF Upgrade
Eaton Vance Short Dur Muncpl Inc ETF --
SPDR Nuveen Bloomberg Short Term Mun Bond ETF 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