North Carolina Cptl Mgmt Trust Govt Port (NCCTX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
More

NCCTX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for NCCTX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Sortino Ratio Definition

View Sortino Ratio Definition
Start Trial

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
Fidelity Series Government Money Mkt Upgrade
Morgan Stanley Inst Lqudty Gov Sec Part Upgrade
Dreyfus Instl Preferred Govt MMkt Hmltn Upgrade
American Funds US Government MMkt R3 Upgrade
BlackRock Liquidity FedFund Prm 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