Morgan Stanley Inst Liq Treasury Port Select (MSTXX)

1.00 0.00 (0.00%) USD  |  Dec 23 2024
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MSTXX 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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Goldman Sachs FS Treasury Solution Fund Sel Upgrade
Morgan Stanley Inst Liq Treasury Sec Port Cash Mgt Upgrade
Invesco Treasury Obligations Portfolio Corp Upgrade
Allspring 100% Treasury Mny Mkt R&R --
BlackRock Liquidity Treasury Trust Fund Cash Mgmt 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