CAIXX Historical Sortino (Since Inception) Analysis

Federated Hermes California Muni Cash Tr Wealth (CAIXX)

1.00 0.00 (0.00%) USD | Dec 13 2024

View Historical Sortino (Since Inception) for CAIXX.
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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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Fidelity CA Municipal Money Market Fund Inst	Upgrade
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Federated Hermes Tax-Free Obligations Fund Wealth	Upgrade
JPMorgan California Muni Money Market Fund Inst	Upgrade
JPMorgan Tax Free Money Market Fund Institutional	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