Calvert Ultra-Short Investment Grade ETF (CVSB)

50.83 +0.04 (+0.08%) USD  |  NYSEARCA  |  Dec 20, 16:00
50.81 -0.02 (-0.04%) After-Hours: 20:00
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CVSB Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for CVSB.
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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 Ultra-Short Income ETF --
Putnam ESG Ultra Short ETF Upgrade
PIMCO Enhanced Short Maturity Active ESG Exch Tr Upgrade
T Rowe Price Ultra Short-Term Bond ETF Upgrade
PIMCO Enhanced Short Maturity Active Exch Tr 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