NYLI MacKay Muni Intermediate ETF (MMIT)

24.08 +0.08 (+0.33%) USD  |  NYSEARCA  |  Dec 23, 16:00
24.08 0.00 (0.00%) After-Hours: 18:27
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MMIT 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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Historical Sortino (Since Inception) Benchmarks

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Hartford Municipal Opportunities ETF Upgrade
Western Asset Intermediate Muni Fd Inc Upgrade
VanEck Intermediate Muni ETF Upgrade
JPMorgan Sustainable Municipal Income ETF Upgrade
PIMCO Intermediate Municipal Bond Active 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