Morgan Stanley Instl Lqudty Trs Ins Sel (MTSXX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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MTSXX 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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Fidelity Inv MM Treasury III Upgrade
Fidelity Inv MM Treasury Only III Upgrade
Fidelity Inv MM Government III Upgrade
Goldman Sachs FS Treasury Intms Cptl Upgrade
Goldman Sachs FS Treasury Obligs Instl 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