DTF Tax-Free Income 2028 Term Fund Inc (DTF)

11.22 +0.01 (+0.09%) USD  |  NYSE  |  Jan 17, 16:00
11.21 -0.01 (-0.09%) After-Hours: 20:00
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DTF Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for DTF.
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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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Blackrock Municipal 2030 Target Term Trust Upgrade
BlackRock 2037 Mun Tgt Upgrade
Invesco BulletShares 2032 Municipal Bond ETF Upgrade
Federated Hermes Premier Municipal Income Fund Upgrade
Invesco BulletShares 2031 Municipal 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