PSF PGIM Government Money Market Portfolio I (LP40003073)

10.00 0.00 (0.00%) USD  |  Dec 13 2024
More

LP40003073 Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for LP40003073.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Sortino Ratio Definition

View Sortino Ratio Definition
Start Trial

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
BlackRock Government Money Market Portfolio Upgrade
BlackRock Government Money Market V.I. Fund I Upgrade
NYLI VP US Govt Money Market Portfolio Initial Upgrade
BlackRock Summit Cash Reserves Fund Investor A Upgrade
Advanced Srs Government Money Market Portfolio 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