Western Asset Instl US Trs Oblgs MM Admn (LAOXX)

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

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BlackRock Liquidity Treasury Select Upgrade
Goldman Sachs FS Treasury Solu Cash Mgmt Upgrade
Wilmington US Treasury Money Mkt Admin Upgrade
BlackRock Liquidity T-Fund Capital Upgrade
HSBC U.S. Treasury Money Market P --

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