Western Asset Inst US Treas Oblig MM Admin (LAOXX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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LAOXX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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

View Historical Sortino (Since Inception) Range, Past 5 Years
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Maximum
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Median

Historical Sortino (Since Inception) Benchmarks

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BlackRock Liquidity Treasury Trust Fund Select Upgrade
Goldman Sachs FS Treasury Solution Fund CM Upgrade
Wilmington US Treasury Money Market Fund Admn Upgrade
BlackRock Liquidity T-Fund Capital Upgrade
HSBC US Treasury Money Market Fund P --

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
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade