JPMorgan California Muni Money Market Fund Morgan (VCAXX)

1.00 0.00 (0.00%) USD  |  Jan 20 2026
More

VCAXX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (Since Inception) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (Since Inception) Range, Past 5 Years

View Historical Sortino (Since Inception) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (Since Inception) Benchmarks

View Historical Sortino (Since Inception) Benchmarks
Start Trial
Goldman Sachs Invstr Tx-Exmpt Cal Mny Mkt Fd Prf --
Federated Hermes California Muni Cash Tr Cash II Upgrade
Schwab California Municipal Money Fund Ultra Upgrade
DWS Tax-Exempt Port Tax-Exempt Cash Managed Upgrade
Fidelity CA Municipal Money Market Fund --

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