Morgan Stanley Inst Liq Govt Sec Port Cash Mgmt (MCHXX)

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

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for MCHXX.
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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

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Historical Sortino (Since Inception) Benchmarks

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Morgan Stanley Inst Liq Govt Port Cash Mgmt Upgrade
Goldman Sachs FS Fed Instruments Cap Upgrade
American Funds US Government Money Mkt Fd 529-F-1 Upgrade
Invesco Treasury Obligations Portfolio Corp Upgrade
Goldman Sachs FS Treasury Solution Fund Sel 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
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade