Credit Suisse Asset Mgmt Income Fund Inc (CIK)

2.94 +0.04 (+1.38%) USD  |  NYAM  |  Jan 03, 16:00
2.905 -0.04 (-1.19%) After-Hours: 20:00
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CIK Historical Sortino (5Y)

Historical Sortino (5Y) 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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Credit Suisse High Yield Bond Fund Upgrade
Barings Global Short Duration High Yield Fund Upgrade
Neuberger Berman High Yield Strategies Fund Upgrade
BNY Mellon High Yield Strategies Fund Upgrade
Pioneer Diversified High Income Trust Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade