AB Government Money Market I (AIEXX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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AIEXX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for AIEXX.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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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.

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Historical Sortino (5Y) Range, Past 5 Years

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Median

Historical Sortino (5Y) Benchmarks

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First American Government Obligs Y Upgrade
Pioneer US Government Money Market Y Upgrade
Federated Hermes Govt Obl Premier Upgrade
Transamerica Government Money Market I Upgrade
Fidelity Inv MM Government I Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade