NVIT Government Money Market I (FVUSA00070)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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FVUSA00070 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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T. Rowe Price Government Money Upgrade
Allspring Government MMkt Sw --
Nationwide Government Money Market Inv Upgrade
Dreyfus Treasury Secs Cash Mgmt Part Upgrade
Dreyfus Instl Preferred Govt MMkt Hmltn 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