DWS Govt & Agency Sec Port DWS Gvt Cash Inst (DBBXX)

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

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for DBBXX.
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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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Historical Sortino (5Y) Benchmarks

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Federated Hermes Government Obligations Fd Premier Upgrade
GuideStone Money Market Fund Inst Upgrade
BlackRock Liquidity FedFund Institutional Upgrade
Fidelity Instl Government Portfolio I Upgrade
Dreyfus Inst Preferred Govt Money Market Fund Inst 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