PIMCO Short Term Municipal Bond Active Exch Tr Fd (SMMU)

49.86 +0.11 (+0.22%) USD  |  NYSEARCA  |  Dec 20, 16:00
49.86 0.00 (0.00%) After-Hours: 20:00
More

SMMU Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for SMMU.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (10Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Sortino Ratio Definition

View Sortino Ratio Definition
Start Trial

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (10Y) Range, Past 5 Years

View Historical Sortino (10Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (10Y) Benchmarks

View Historical Sortino (10Y) Benchmarks
Start Trial
iShares Short Maturity Municipal Bond Active ETF --
Capital Group Short Duration Municipal Income ETF --
AB Tax-Aware Short Duration Municipal ETF --
Invesco Floating Rate Municipal Income ETF Upgrade
First Trust Short Duration Managed Municipal ETF --

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade