VanEck Short Muni ETF (SMB)

17.10 0.00 (0.00%) USD  |  BATS  |  Dec 24, 16:00
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SMB 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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Invesco Floating Rate Municipal Income ETF Upgrade
iShares Short-Term National Muni Bond ETF Upgrade
First Trust Short Duration Managed Municipal ETF Upgrade
Vanguard Short-Term Tax-Exempt Bond ETF Upgrade
Eaton Vance Short Dur Muncpl Inc 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade