Fidelity Instl Tax-Exempt Portfolio I (FTCXX)

1.00 0.00 (0.00%) USD  |  Jan 13 2026
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FTCXX 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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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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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 Premium Class Upgrade
JPMorgan Tax Free Money Market Fund Institutional Upgrade
Federated Hermes Municipal Obligations Fund Wealth Upgrade
Federated Hermes Tax-Free Obligations Fund Wealth Upgrade
Goldman Sachs Invest Tax-Exempt Money Mkt I 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