JPMorgan US Treasury Plus Money Market Fd Empower (EJUXX)

1.00 0.00 (0.00%) USD  |  Jan 21 2026
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EJUXX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

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Fidelity Instl Treasury Portfolio Select Upgrade
Goldman Sachs FS Treasury Instruments Fd Pref Upgrade
BlackRock Liquidity Treasury Trust Fund Select Upgrade
Allspring 100% Treasury Mny Mkt Adm Upgrade
Goldman Sachs FS Treasury Solution Fund CM 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
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade