SWKXX Historical Sortino (Since Inception) Insights

Schwab California Municipal Money Fund Investor (SWKXX)

1.00 0.00 (0.00%) USD | Dec 13 2024

View Historical Sortino (Since Inception) for SWKXX.
Upgrade now.

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Cumulative Total Returns Versus Peers

Start Trial

View Historical Data

Start Trial

View Sortino Ratio Definition

Start Trial

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

Start Trial

Minimum

Maximum

Average

Median

View Historical Sortino (Since Inception) Benchmarks

Start Trial

Vanguard California Muni Money Market Fund Inv	Upgrade
American Century California Tx-Fr MM Fund Inv	Upgrade
Vanguard Municipal Money Market Fund Investor	Upgrade
Schwab Municipal Money Fund Investor	Upgrade
Schwab New York Municipal Money Fund Investor	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