Nuveen New Jersey Quality Municipal Income Fund (NXJ)

12.60 -0.03 (-0.24%) USD  |  NYSE  |  Jan 14, 10:53
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NXJ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for NXJ.
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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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BlackRock MuniHoldings New Jersey Quality Fund Inc Upgrade
Franklin New Jersey Municipal Income ETF Upgrade
Nuveen AMT-Free Quality Municipal Income Fund Upgrade
Nuveen Quality Municipal Income Fund Upgrade
Eaton Vance National Municipal Opportunities 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