Fidelity Inv MM Treasury Only Sel (FTYXX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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FTYXX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Goldman Sachs FS Treasury Intms Cptl Upgrade
BlackRock Liquidity Treasury Capital Upgrade
Western Asset Prem Instl US Trs Rsv Pref Upgrade
Dreyfus Treasury Secs Cash Mgmt Part Upgrade
BlackRock Liquidity T-Fund Admin 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