Goldman Sachs Dynamic California Municipal Inc ETF (GCAL)

50.19 +0.19 (+0.39%) USD  |  NYSEARCA  |  Dec 23, 14:32
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GCAL Historical Sortino (Since Inception)

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

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Median

Historical Sortino (Since Inception) Benchmarks

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American Century California Municipal Bond ETF --
NYLI MacKay California Muni Intermediate ETF Upgrade
Rockefeller California Municipal Bond ETF --
DFA Dimensional California Municipal Bond ETF Upgrade
Xtrackers California Municipal Bond ETF --

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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade