DWS Tax-Exempt Port Service (CHSXX)

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CHSXX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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

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Historical Sortino (5Y) Benchmarks

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Goldman Sachs Invest Tax-Exempt Money Mkt Pref Upgrade
Morgan Stanley Inst Liq Tax-Exmpt Port Cash Mgmt Upgrade
JPMorgan California Muni Money Market Fund Morgan Upgrade
Federated Hermes California Muni Cash Tr Cash II Upgrade
Fidelity Tax-Exempt Money Market Premium Class Upgrade

Historical Sortino (5Y) Related Metrics

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