Invesco Treasurer's Ser Tr Prem Instl (IPPXX)

1.00 0.00 (0.00%) USD  |  Aug 08 2022

IPPXX Historical Sortino (All)

Historical Sortino (All) Chart

View Historical Sortino (All) for IPPXX.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (All) Data

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Date Value

Sortino Ratio Definition

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

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Historical Sortino (All) Range, Past 5 Years

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Median

Historical Sortino (All) Benchmarks

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Fidelity® Inv MM Fds Money Market I --

Historical Sortino (All) Related Metrics

Alpha (All) Upgrade
Beta (All) Upgrade
Annualized Standard Deviation of Monthly Returns (All) Upgrade
Historical Sharpe Ratio (All) Upgrade
Max Drawdown (All) Upgrade
Monthly Value at Risk (VaR) 5% (All) Upgrade