State Street Institutional Treas Plus MM Fd CCM (CAJXX)

1.00 0.00 (0.00%) USD  |  Dec 09 2025
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CAJXX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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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Historical Sortino Ratio Definition

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

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Historical Sortino (Since Inception) Range, Past 5 Years

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Minimum
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Maximum
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Average
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Median

Historical Sortino (Since Inception) Benchmarks

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JPMorgan 100% US Treasury Secs Mny Mkt Fd IM --
Dreyfus Treasury Obligations Cash Management Wlt Upgrade
State Street US Government Money Market Fund BC Upgrade
BlackRock Select Treas Based Liq Fd SB --
BlackRock Liquidity Treasury Trust Fund Select Upgrade

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
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade