CVMC Historical Sortino (Since Inception) Trends

Calvert US Mid-Cap Core Responsible Index ETF (CVMC)

64.38 +0.17 (+0.27%) USD | NYSEARCA | Dec 09, 10:07

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for CVMC.
Upgrade now.

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Historical Sortino (Since Inception) Chart

Start Trial

Historical Data

View Historical Data

Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition

Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (Since Inception) Range, Past 5 Years

View Historical Sortino (Since Inception) Range, Past 5 Years

Start Trial

Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) Benchmarks

View Historical Sortino (Since Inception) Benchmarks

Start Trial

State Street SPDR Russell 1000 Momentum Focus ETF	Upgrade
Pacer CFRA-Stovall Equal Weight Seasonal Rot Idx	Upgrade
Timothy Plan US Large/Mid Cap Core ETF	Upgrade
VanEck Morningstar SMID Moat ETF	Upgrade
State Street SPDR Portfolio S&P 400 Mid Cap 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