CREF Money Market Account R4 (QCMMFX)

29.86 0.00 (0.00%) USD  |  Dec 12 2024
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QCMMFX 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

View Historical Sortino (5Y) Range, Past 5 Years
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Historical Sortino (5Y) Benchmarks

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MFS US Government Money Market Fund Upgrade
Nuveen Money Market Fund A Upgrade
Payden & Rygel Cash Reserves MM Fund Investor Upgrade
Franklin US Government Money Fund R6 Upgrade
American Funds US Government Money Mkt Fd R5E 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