Goldman Sachs FS Federal Intms Instl (FIRXX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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FIRXX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FIRXX.
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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

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

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Goldman Sachs FS Government Instl Upgrade
Morgan Stanley Inst Lqudty Gov Sec Ins Upgrade
Wilmington US Government Money Mkt Instl Upgrade
BlackRock Liquid Federal Trust Instl Upgrade
BlackRock Liquidity FedFund Instl 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