JPMorgan US Government Money Market Fund Morgan (MJGXX)

1.00 0.00 (0.00%) USD  |  Dec 23 2024
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MJGXX Historical Sortino (5Y)

Historical Sortino (5Y) 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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Allspring Govt Money Market Fund Swp --
Fidelity Government Money Market Fund Upgrade
Fidelity Government Cash Reserves Upgrade
T Rowe Price Government Money Fund Upgrade
Schwab Government Money Fund Sweep 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