Federated Hermes California Muni Cash Tr Cash II (CALXX)

1.00 0.00 (0.00%) USD  |  Jan 17 2025
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CALXX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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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Median

Historical Sortino (Since Inception) Benchmarks

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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

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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade