DWS Government Money Market Series Instl (ICAXX)

1.00 0.00 (0.00%) USD  |  Jan 06 2025
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ICAXX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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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Fidelity Instl Money Market Portf I Upgrade
DWS Govt & Agency Sec Port DWS Gvt Cash Inst Upgrade
JPMorgan Prime Money Market Fund Institutional Upgrade
Federated Hermes Government Obligations Fd Premier Upgrade
JPMorgan Liquid Assets Money Market Fund Inst 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