Fidelity MA Municipal MM Fund (FAUXX)

1.00 0.00 (0.00%) USD  |  Jan 17 2025
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FAUXX 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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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

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Maximum
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Median

Historical Sortino (Since Inception) Benchmarks

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Fidelity New Jersey Municipal MM Fund --
T Rowe Price Maryland Tax-Free Money Fund Upgrade
Fidelity SAI Municipal Money Market Fund Upgrade
Fidelity New York Municipal MM Fund --
Fidelity CA Municipal Money Market Fund --

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