First American Government Obligations Fd U (FGUXX)

1.00 0.00 (0.00%) USD  |  Dec 13 2024
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FGUXX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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AB Government Money Market Portfolio 1 Upgrade
Morgan Stanley Inst Liq Govt Port Participant Upgrade
JPMorgan Securities Lending Money Market Fund ASL Upgrade
Western Asset Premier Institutional Govt Rsvs Cap Upgrade
Northern US Government Select Portfolio Siebert WS 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