Morgan Stanley Inst Liq Mny Mkt Port Cash Mgmt (MLKXX)

1.00 0.00 (0.00%) USD  |  Dec 13 2024
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MLKXX 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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Morgan Stanley Inst Liq Prime Port Administrative --
BlackRock Liquidity TempCash Premier Upgrade
First American Institutional Prime Oblig Fund T Upgrade
JPMorgan Prime Money Market Fund Agency Upgrade
First American Retail Prime Obligations Fund V 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
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade