Vanguard California Tax-Exempt Bond ETF (VTEC)

99.56 +0.32 (+0.32%) USD  |  BATS  |  Dec 20, 16:00
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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
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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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Historical Sortino (Since Inception) Benchmarks

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Xtrackers California Municipal Bond ETF --
iShares California Muni Bond ETF Upgrade
iShares New York Muni Bond ETF Upgrade
Invesco California AMT-Free Municipal Bond ETF Upgrade
NYLI MacKay California Muni Intermediate ETF 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade