FGDXX Historical Sortino (Since Inception) Analysis

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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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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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First American Treasury Obligations Fund D	Upgrade
HSBC US Government Money Market Fund A	Upgrade
Goldman Sachs FS Fed Instruments D	--
First American US Treas Money Market Fund D	Upgrade
Morgan Stanley Inst Liq Govt Sec Port Participant	Upgrade

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

First American Government Obligations Fd D (FGDXX)