FPPXX Historical Sortino (5Y) Analysis

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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View 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.

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

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Fidelity Government Money Market Fund	Upgrade
JPMorgan US Government Money Market Fund Morgan	Upgrade
Schwab Government Money Fund Sweep	Upgrade
Fidelity Government Cash Reserves	Upgrade
Federated Hermes Government Reserves Fund P	Upgrade

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

First American Government Obligations Fd P (FPPXX)