Guggenheim Taxbl Muni Bnd & Invtmnt Grd Debt Trst Com Shrs Of benf Int (GBAB)

15.03 +0.12 (+0.80%) USD  |  NYSE  |  Jan 09, 16:00
15.02 -0.01 (-0.07%) Pre-Market: 20:00
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GBAB Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for GBAB.
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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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Historical Sortino Ratio Definition

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

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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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Nuveen Taxable Municipal Income Fund Upgrade
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Blackstone Long-Short Credit Income Fund Upgrade
Blackstone Strategic Credit 2027 Term Fund 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