JPCXX Historical Sortino (Since Inception) Trends

JPMorgan US Treasury Plus Money Market Fd Academy (JPCXX)

1.00 0.00 (0.00%) USD | Dec 12 2024

View Historical Sortino (Since Inception) for JPCXX.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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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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Dreyfus Treasury Securities Cash Management Par	Upgrade
Dreyfus Treasury Obligations Cash Management Part	Upgrade
JPMorgan 100% US Treasury Secs Mny Mkt Fd Capital	Upgrade
Circle Reserve Fund Inst	--
Federated Hermes Treasury Obligations Fd Trust	Upgrade

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