MJPXX Historical Sortino (Since Inception) Insights

JPMorgan US Treasury Plus MMkt IM (MJPXX)

1.00 0.00 (0.00%) USD | Dec 12 2024

View Historical Sortino (Since Inception) for MJPXX.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View 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.

View Historical Sortino (Since Inception) Range, Past 5 Years

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Dreyfus Institutional Pref Trs Obl Hmltn	Upgrade
JPMorgan 100% US Treasury Secs Mny Mkt Fd IM	--
Dreyfus Treasury Securities Cash Management Wlt	Upgrade
Dreyfus Treasury Obligations Cash Management Svc	Upgrade
Federated Hermes US Treasury Cash Reserves SE	--

Alpha (Since Inception)	Upgrade
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Alpha (vs YCharts Benchmark) (Since Inception)	Upgrade
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Annualized Standard Deviation of Monthly Returns (Since Inception)	Upgrade
Historical Sharpe Ratio (Since Inception)	Upgrade
Max Drawdown (Since Inception)	Upgrade