GMOXX Historical Sortino (Since Inception) Insights

AB Government Money Market Portfolio Inst (GMOXX)

1.00 0.00 (0.00%) USD | Dec 12 2024

View Historical Sortino (Since Inception) for GMOXX.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Cumulative Total Returns Versus Peers

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View 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.

View Historical Sortino (Since Inception) Range, Past 5 Years

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Alpha (Since Inception)	Upgrade
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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