First American Government Obligs P (FPPXX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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FPPXX Historical Sortino (5Y)

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

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Historical Sortino (5Y) Benchmarks

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AB Government Money Market 1 Upgrade
Morgan Stanley Instl Lqudty Govt Ptcpt Upgrade
JPMorgan Secs Lndng Mny Mkt Agcy SL Upgrade
Western Asset Prem Instl Govtt Rsrv Cptl Upgrade
Northern Institutional US Govt Sel Wl Cp 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