Fidelity Instl Government Portfolio Institutional (FRGXX)

1.00 0.00 (0.00%) USD  |  Dec 20 2024
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FRGXX 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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Dreyfus Inst Preferred Govt Money Market Fund Inst Upgrade
HSBC US Government Money Market Fund Y Upgrade
BlackRock Liquidity BlackRock Liq Fed Trust Fd Ins Upgrade
Dreyfus Government Cash Management Institutional Upgrade
GuideStone Money Market Fund Inst 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