Federated Hermes New York Muni Csh Tr Cash II (NYCXX)

1.00 0.00 (0.00%) USD  |  Dec 13 2024
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NYCXX 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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JPMorgan New York Muni Money Market Fund Morgan Upgrade
Federated Hermes California Muni Cash Tr Cash II Upgrade
JPMorgan California Muni Money Market Fund Morgan Upgrade
DWS Tax-Exempt Port Service Upgrade
Fidelity New York Municipal MM Fund Prem 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