Nationwide NVIT Government Money Market Fund I (LP40008503)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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LP40008503 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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T Rowe Price Government Money Fund Upgrade
Allspring Govt Money Market Fund Swp --
Nationwide Government Money Market Fund Investor Upgrade
Dreyfus Treasury Securities Cash Management Par Upgrade
Dreyfus Inst Preferred Govt Money Market Fund Ham 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