First American US Treas Money Market Fund Z (FOZXX)

1.00 0.00 (0.00%) USD  |  Jan 03 2025
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FOZXX Historical Sortino (5Y)

Historical Sortino (5Y) 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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Federated Hermes US Treasury Cash Reserves Inst Upgrade
BlackRock Liquidity Treasury Trust Fund Inst Upgrade
Dreyfus Treasury Securities Cash Management Inst Upgrade
JPMorgan US Treasury Plus Money Market Fund Inst Upgrade
Fidelity Instl Treasury Only Portf I Upgrade

Historical Sortino (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 Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade