Dreyfus Government Cash Mgmt Admin (DAGXX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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DAGXX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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

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

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Dreyfus Instl Preferred Govt MMkt Hmltn Upgrade
American Funds US Government MMkt R3 Upgrade
Fidelity Series Government Money Mkt Upgrade
Federated Hermes Govt Obl Trust Upgrade
Western Asset Prem Instl Govtt Rsrv Cptl 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