Morgan Stanley Inst Liq Govt Port Impact Partner (IPGXX)

1.00 0.00 (0.00%) USD  |  Jan 22 2026
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IPGXX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Federated Hermes Government Obligations Fd Cash II Upgrade
BlackRock Liquidity FedFund Cash Management Upgrade
JPMorgan US Government Money Market Fund Premier Upgrade
Goldman Sachs FS Government Fund Cash Mgmt Upgrade
Western Asset Premier Institutional Govt Rsvs Cap Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
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