JPMorgan New York Muni Money Market Fund Inst (JGNXX)

1.00 0.00 (0.00%) USD  |  Mar 04 2025
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JGNXX 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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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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Fidelity New York Municipal MM Fund Inst Upgrade
Federated Hermes New York Muni Csh Tr Service Upgrade
JPMorgan Tax Free Money Market Fund Institutional Upgrade
Goldman Sachs Invest Tax-Exempt Money Mkt I Upgrade
Allspring National Tx-Fr MM Fund Premier 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