Fidelity Instl Tax-Exempt Portfolio Select (FSXXX)

1.00 0.00 (0.00%) USD  |  Mar 04 2025
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FSXXX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Fidelity Tax-Exempt Money Market Capital Reserves Upgrade
Goldman Sachs Invest Tax-Exempt Money Mkt Svc Upgrade
JPMorgan Tax Free Money Market Fund Morgan Upgrade
DWS Tax-Exempt Port DWS Tax-Exempt Money Fund Upgrade
JPMorgan Municipal Money Market Fund Morgan 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