Morgan Stanley Inst Liq Tax-Exmpt Port Cash Mgmt (TECXX)

1.00 0.00 (0.00%) USD  |  Dec 13 2024
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TECXX 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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DWS Tax-Exempt Port Service Upgrade
Goldman Sachs Invest Tax-Exempt Money Mkt Pref Upgrade
Fidelity Tax-Exempt Money Market Premium Class Upgrade
Fidelity Instl Tax-Exempt Portfolio Select Upgrade
Schwab AMT Tax-Free Money Fund Ultra --

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