JPMorgan US Treasury Plus Money Market Fd Academy (JPCXX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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JPCXX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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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 (5Y) Range, Past 5 Years

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Median

Historical Sortino (5Y) Benchmarks

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Dreyfus Treasury Secs Cash Mgmt Part Upgrade
Dreyfus Treasury Obligations Csh Mgt Ptp Upgrade
JPMorgan 100% US Tr Sec MM Capital Upgrade
Circle Reserve Fund Inst --
Federated Hermes Treasury Obl Trust Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade