State Street Institutional Liquid Reserves Fd Inv (SSVXX)

1.000 0.00 (0.00%) USD  |  Dec 13 2024
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SSVXX 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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Morgan Stanley Inst Liq Money Mkt Port Inv Upgrade
Morgan Stanley Inst Liq Prime Port Investor --
Western Asset Institutional Liquid Reserves Inv Upgrade
First American Institutional Prime Oblig Fund V Upgrade
JPMorgan Liquid Assets Money Market Fund Investor 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