Nuveen California Municipal Value Fund. (NCA)

8.95 +0.06 (+0.67%) USD  |  NYSE  |  Dec 31, 16:00
8.89 -0.06 (-0.67%) After-Hours: 20:00
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NCA 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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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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Median

Historical Sortino (Since Inception) Benchmarks

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Nuveen California Quality Municipal Income Fund Upgrade
PIMCO California Municipal Income Fund II --
PIMCO California Municipal Income Fund III --
Pimco California Municipal Income Fund Upgrade
Invesco California Value Municipal Income Trust 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