State Street Institutional Liquid Reserves Fd Ins (SSHXX)

1.000 0.00 (0.00%) USD  |  Dec 27 2024
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SSHXX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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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First American Institutional Prime Oblig Fund Y Upgrade
Morgan Stanley Inst Liq Money Mkt Port Wealth Upgrade
Morgan Stanley Inst Liq Prime Port Institutional Upgrade
Allianz AZL Government Money Market Fund Upgrade
BlackRock Liquidity TempCash Inst 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
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade