SEI Government Institutional (SDIT) (SEOXX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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SEOXX 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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Federated Hermes Govt Obl Tx-Mgd Svc Upgrade
SEI Government II F (SDIT) Upgrade
Dreyfus Instl Pref Trs Secs MMkt Hmltn Upgrade
Wilmington US Government Money Mkt Sel Upgrade
American Funds US Government MMkt 529A 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