JPMorgan Prime Money Market Fund Empower (EJPXX)

1.000 0.00 (0.00%) USD  |  Dec 13 2024
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EJPXX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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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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Median

Historical Sortino (5Y) Benchmarks

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BlackRock Liquidity TempCash Great Pacific --
Federated Hermes Institutional Prime Oblg Fd Svc Upgrade
First American Institutional Prime Oblig Fund T Upgrade
State Street Institutional Liquid Reserves Fd Tr Upgrade
Morgan Stanley Inst Liq M Mkt Port Prtcpnt Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Max Drawdown (5Y) Upgrade