Morgan Stanley Inst Liq Treasury Sec Port Inst (MSUXX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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MSUXX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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

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Historical Sortino (Since Inception) Benchmarks

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BlackRock Liquidity Treasury Trust Fund Inst Upgrade
Fidelity Instl Treasury Only Portf I Upgrade
Fidelity Instl Treasury Portfolio I Upgrade
Allspring 100% Treasury Mny Mkt Inst Upgrade
Western Asset Institutional US Treasury Rsvs Inst 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