Vanguard California Tax-Exempt Bond ETF (VTEC)

100.49 +0.14 (+0.14%) USD  |  BATS  |  Nov 22, 12:10
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VTEC Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for VTEC.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

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Date Value

Sortino Ratio Definition

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

Xtrackers California Municipal Bond ETF --
Dimensional California Municipal Bd ETF Upgrade
iShares California Muni Bond ETF Upgrade
Invesco BulletShares 2030 Muncpl Bd ETF Upgrade
Vanguard Intermediate-Term Tx-Exm Bd 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade