Northern Treasury Portfolio SWS (SWSXX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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SWSXX 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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Dreyfus Treasury Securities Cash Management Par Upgrade
Dreyfus Treasury Obligations Cash Management Part Upgrade
JPMorgan 100% US Treasury Secs Mny Mkt Fd Capital Upgrade
First American Treasury Obligations Fund P Upgrade
Federated Hermes Treasury Obligations Fd Trust Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Max Drawdown (5Y) Upgrade