CREF Money Market Account R2 (QCMMPX)

29.57 0.00 (0.00%) USD  |  Dec 12 2024
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QCMMPX 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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Median

Historical Sortino (5Y) Benchmarks

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JPMorgan Federal Money Market Fund Premier Upgrade
Edward Jones Money Market Fund Retirement Upgrade
Nuveen Money Market Fund Retirement Upgrade
JPMorgan 100% US Treasury Secs Mny Mkt Fd Agency --
MFS US Government Money Market Fund 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