SMGXX Historical Sortino (5Y) Analysis

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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View 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.

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

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PIMCO Government Money Market Fund A	Upgrade
Fidelity VIP Government Money Market Ptf Initial	Upgrade
AB Government Money Market Portfolio A	Upgrade
Columbia Government Money Market Fund A	Upgrade
Invesco Government Money Market Fund AX	Upgrade

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

Western Asset Government Reserves A (SMGXX)