Dreyfus Government Secs Cash Mgmt Inv (DVPXX)

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

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for DVPXX.
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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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First American US Treasury Money Mkt V Upgrade
Rydex US Government Money Mkt MMkt Upgrade
DWS Treasury Investment Upgrade
Invesco Shrt-Trm Inv Gov&Agcy Pers Inv Upgrade
American Funds US Government MMkt R5E 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