AB Government Money Market Portfolio Inst (GMOXX)

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

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for GMOXX.
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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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First American Government Obligs Y Upgrade
Federated Hermes Govt Obl Premier Upgrade
Fidelity Inv MM Government I Upgrade
Dreyfus Government Cash Mgmt Instl Upgrade
Dreyfus Instl Preferred Govt MMkt Instl 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