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

1.00 0.00 (0.00%) USD  |  Jan 03 2025
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MLKXX 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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Morgan Stanley Inst Liq Prime Port Administrative Upgrade
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 (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