North Capital Treasury Money Mkt Instl (NCGXX)

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

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for NCGXX.
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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

View Historical Sortino (Since Inception) Range, Past 5 Years
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Historical Sortino (Since Inception) Benchmarks

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Pioneer US Government Money Market Y Upgrade
JPMorgan Federal Money Market Instl Upgrade
Dreyfus Government Secs Cash Mgmt Instl Upgrade
Federated Hermes Govt Obl Tx-Mgd IS Upgrade
MFS US Government Cash Rsrv I 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