Dreyfus Treasury Obligations Csh Mgt Ser (DTNXX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
More

DTNXX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for DTNXX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Sortino Ratio Definition

View Sortino Ratio Definition
Start Trial

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
JPMorgan US Treasury Plus MMkt IM Upgrade
Dreyfus Institutional Pref Trs Obl Hmltn Upgrade
JPMorgan 100% US Tr Sec MM IM --
Dreyfus Treasury Secs Cash Mgmt Wlth Upgrade
Federated Hermes Treasury Obl Select --

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