IJGXX Historical Sortino (5Y) Insights

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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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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 (5Y) Range, Past 5 Years

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Fidelity Instl Government Portfolio I	Upgrade
First American Government Obligations Fd Y	Upgrade
Dreyfus Inst Preferred Govt Money Market Fund Inst	Upgrade
JPMorgan Federal Money Market Fund Institutional	Upgrade
HSBC US Government Money Market Fund Y	Upgrade

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

JPMorgan US Government Money Market Fund Inst (IJGXX)