CALXX Historical Sortino (5Y) Analysis

Federated Hermes California Muni Cash Tr Cash II (CALXX)

1.00 0.00 (0.00%) USD | Dec 13 2024

View Historical Sortino (5Y) for CALXX.
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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 (5Y) Range, Past 5 Years

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JPMorgan California Muni Money Market Fund Morgan	Upgrade
DWS Tax-Exempt Port Service	Upgrade
Federated Hermes New York Muni Csh Tr Cash II	Upgrade
BlackRock Liquidity MuniCash Dollar	--
Goldman Sachs Invest Tax-Exempt Money Mkt Pref	Upgrade

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