CACXX Historical Sortino (Since Inception) Analysis

Federated Hermes California Muni Cash Tr Service (CACXX)

1.00 0.00 (0.00%) USD | Dec 13 2024

View Historical Sortino (Since Inception) for CACXX.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View 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.

View Historical Sortino (Since Inception) Range, Past 5 Years

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Median

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JPMorgan California Muni Money Market Fund Premier	Upgrade
Federated Hermes Tax-Free Obligations Fund Svc	Upgrade
Federated Hermes Municipal Obligations Fd Capital	Upgrade
UBS Tax-Free Preferred Fund	Upgrade
UBS Tax-Free Reserves Fund	Upgrade

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