Sortino ratio is not yet available for CXE. 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 Income Municipal Trust's Sortino Ratio with other stocks in the Asset Management industry across multiple time periods, showing how CXE'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 18, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| HQL | Tekla Life Sciences Investors | 4.09 | |||
| MAAS | Highest Performances Holdings Inc | 3.65 | |||
| STT | State Street Corporation | 3.59 | |||
| RMT | Royce Micro-Cap Trust, Inc. | 3.58 | |||
| VKQ | Invesco Municipal Trust | 3.38 | |||
| OXLCP | Oxford Lane Capital Corp. | 3.34 | |||
| DNP | DNP Select Income Fund Inc. | 3.25 | |||
| KTF | DWS Municipal Income Trust | 3.25 | |||
| VMO | Invesco Municipal Opportunity Trust | 3.15 | |||
| HQH | Tekla Healthcare Investors | 3.15 | |||
| CXE | MFS High Income Municipal Trust | — |
Historical Sortino Ratio
The chart shows CXE'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 CXE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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