Sortino ratio is not yet available for CMU. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar stocks
The table compares MFS High Yield Municipal Trust's Sortino Ratio with other stocks in the Asset Management industry across multiple time periods, showing how CMU's risk-adjusted performance compares to industry peers.
Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jul 11, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| HQL | Tekla Life Sciences Investors | 4.17 | |||
| OXLCP | Oxford Lane Capital Corp. | 3.53 | |||
| RMT | Royce Micro-Cap Trust, Inc. | 3.48 | |||
| AEF | Aberdeen Emerging Markets Equity Income Fund, Inc. | 3.33 | |||
| HQH | Tekla Healthcare Investors | 3.26 | |||
| GAM | General American Investors Company, Inc. | 3.24 | |||
| DNP | DNP Select Income Fund Inc. | 3.22 | |||
| VKQ | Invesco Municipal Trust | 3.21 | |||
| RMCOW | Royalty Management Holding Corporation | 3.11 | |||
| STT | State Street Corporation | 3.10 | |||
| CMU | MFS High Yield Municipal Trust | — |
Historical Sortino Ratio
The chart shows CMU's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when CMU consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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