Goldman Sachs FS Treasury Instruments Fd D (FRDXX)

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

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FRDXX.
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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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Median

Historical Sortino (Since Inception) Benchmarks

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HSBC US Treasury Money Market Fund A Upgrade
Goldman Sachs FS Government Fund D --
First American US Treas Money Market Fund D Upgrade
BlackRock Liquidity Treasury Trust Fund Cash Mgmt Upgrade
Goldman Sachs FS Treasury Obligations Fd CM 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