HCMUX Historical Sortino (Since Inception) Insights

HCM Dynamic Income Fund I (HCMUX)

10.26 -0.02 (-0.19%) USD | Dec 13 2024

View Historical Sortino (Since Inception) for HCMUX.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Cumulative Total Returns Versus Peers

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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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Median

View Historical Sortino (Since Inception) Benchmarks

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Donoghue Forlines Risk Managed Income Fund I	Upgrade
PIMCO Dynamic Bond Fund I-3	Upgrade
Donoghue Forlines Tactical Income Fund I	Upgrade
Meeder Tactical Income Fund Institutional	Upgrade
Kensington Managed Income Fund Inst	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

View Historical Sortino (Since Inception) Excel Add-In Codes

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Metric Code: historical_sortino_all

Latest Data Point: =YCP("M:HCMUX", "historical_sortino_all")

Last 5 Data Points: =YCS("M:HCMUX", "historical_sortino_all", -4)

To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.