BlackRock Cash Funds: Treasury SL Agency (LP40189075)

1.00 0.00 (0.00%) USD  |  Jan 06 2025
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LP40189075 Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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

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Historical Sortino (Since Inception) Benchmarks

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BlackRock Liquidity T-Fund Admin Upgrade
Dreyfus Treasury Securities Cash Management Par Upgrade
Dreyfus Treasury Obligations Cash Management Part Upgrade
Morgan Stanley Inst Liq Treasury Port Participant Upgrade
BlackRock Liquidity Treasury Trust Fund Capital Upgrade

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