GSFXX Historical Sortino (5Y) Analysis

Security
1. list

View 4,000+ Financial Data Types:

Add

Browse

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Historical Sortino (5Y) Chart

Start Trial

View Historical Data

Start Trial

View Sortino Ratio Definition

Start Trial

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

View Historical Sortino (5Y) Range, Past 5 Years

Start Trial

Minimum

Maximum

Average

Median

View Historical Sortino (5Y) Benchmarks

Start Trial

Goldman Sachs FS Treasury Obligations Fd Prem	Upgrade
Invesco Treasury Obligations Portfolio Corp	Upgrade
Morgan Stanley Inst Liq Treasury Sec Port Cash Mgt	Upgrade
Goldman Sachs FS Treasury Instruments Fd Seelaus	--
Allspring 100% Treasury Mny Mkt R&R	--

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

Goldman Sachs FS Treasury Solution Fund Sel (GSFXX)