JPMorgan US Treasury Plus Money Market Fund Prmr (PJTXX)

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

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for PJTXX.
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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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JPMorgan 100% US Treasury Secs Mny Mkt Fd Premier Upgrade
T Rowe Price US Treasury Money Fund Upgrade
Gabelli US Treasury Money Market Fund I Upgrade
JPMorgan US Government Money Market Fund Premier Upgrade
Dreyfus Treasury Securities Cash Management Par 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