Morgan Stanley Inst Liq Treasury Port Select (MSTXX)

1.00 0.00 (0.00%) USD  |  Dec 24 2024
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MSTXX 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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Maximum
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Median

Historical Sortino (Since Inception) 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 (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