JPMorgan Federal Money Market Fund Institutional (JFMXX)

1.00 0.00 (0.00%) USD  |  Dec 05 2025
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JFMXX 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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Median

Historical Sortino (Since Inception) Benchmarks

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Morgan Stanley Inst Liq Govt Sec Port Inst Upgrade
State Street US Government Money Market Fund Prem Upgrade
Fidelity Instl Government Portfolio I Upgrade
Dreyfus Inst Preferred Govt Money Market Fund Inst Upgrade
Invesco Premier US Government Money Portfolio Inst 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