Goldman Sachs FS Treasury Obligations Fd Inst (FTOXX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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FTOXX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FTOXX.
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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

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Historical Sortino (Since Inception) Benchmarks

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Goldman Sachs FS Treasury Solution Fund Inst Upgrade
Morgan Stanley Inst Liq Treasury Port Inst Upgrade
Goldman Sachs FS Treasury Instruments Fd Inst Upgrade
BlackRock Liquidity T-Fund Institutional Upgrade
Invesco Treasury Portfolio Institutional 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