State Street US Government Money Market Fund BV (BUYXX)

1.00 0.00 (0.00%) USD  |  Jan 03 2025
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BUYXX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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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Historical Sortino (5Y) Benchmarks

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Goldman Sachs FS Government Fund Premier Upgrade
Morgan Stanley Inst Liq Govt Port Administrative Upgrade
Invesco Government & Agency Portfolio Resource Upgrade
Federated Hermes Government Obligations Fd Admin Upgrade
BlackRock Liquidity FedFund Select Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Max Drawdown (5Y) Upgrade