JOCXX Historical Sortino (Since Inception) Analysis

JPMorgan Institutional Tax Free Money Mrkt Fd Cap (JOCXX)

1.000 0.00 (0.00%) USD | Dec 13 2024

View Historical Sortino (Since Inception) for JOCXX.
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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 (Since Inception) Range, Past 5 Years

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UBS Tax-Free Reserves Fund	Upgrade
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JPMorgan Tax Free Money Market Fund Morgan	Upgrade
JPMorgan Municipal Money Market Fund Agency	Upgrade

Alpha (Since Inception)	Upgrade
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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