CGMXX Historical Sortino (Since Inception) Analysis

Columbia Government Money Market Fund I3 (CGMXX)

1.00 0.00 (0.00%) USD | Dec 16 2024

View Historical Sortino (Since Inception) for CGMXX.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View 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.

View Historical Sortino (Since Inception) Range, Past 5 Years

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Median

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HSBC US Treasury Money Market Fund Y	Upgrade
Western Asset Institutional US Treasury Rsvs Inst	Upgrade

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