American Funds Washington Mutual 529F1 (CWMFX)

64.56 -0.36 (-0.55%) USD  |  Dec 12 2024
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CWMFX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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

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Historical Sortino (Since Inception) Benchmarks

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American Funds Invmt Co of Amer 529F Upgrade
American Funds Fundamental Invs 529F1 Upgrade
T. Rowe Price U.S. Equity Research Z Upgrade
WisdomTree 500 Digital N/A Upgrade
Allspring Managed Acct Corebuilder EPI 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

Historical Sortino (Since Inception) Excel Add-In Codes

View Historical Sortino (Since Inception) Excel Add-In Codes
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Metric Code: historical_sortino_all
Latest Data Point: =YCP("M:CWMFX", "historical_sortino_all")
Last 5 Data Points: =YCS("M:CWMFX", "historical_sortino_all", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.