F000003YIA Historical Sharpe Ratio (5Y) Trends

NVIT Government Money Market II (F000003YIA)

1.00 0.00 (0.00%) USD | Dec 12 2024

Historical Sharpe Ratio (5Y) Chart

View Historical Sharpe Ratio (5Y) for F000003YIA.
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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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Historical Sharpe Ratio Definition

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The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (5Y) Range, Past 5 Years

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Historical Sharpe Ratio (5Y) Benchmarks

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EQ/Money Market IB	Upgrade
Invesco VI Government Money Market II	Upgrade
Nationwide Government Money Market Inv	Upgrade
American Funds US Government MMkt C	Upgrade
BNY Mellon VIF Government Money Mkt Port	Upgrade

Historical Sharpe Ratio (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 Sortino (5Y)	Upgrade
Max Drawdown (5Y)	Upgrade