Morgan Stanley Inst Liq Tax-Exmpt Port Investor (TEXXX)

1.00 0.00 (0.00%) USD  |  Dec 13 2024
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TEXXX 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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Western Asset Select Tax Free Reserves Investor Upgrade
First American Retail Tax Free Obligations Fund V Upgrade
DWS Tax-Exempt Port Tax-Free Investment Upgrade
Schwab AMT Tax-Free Money Fund Investor Upgrade
American Century Tax-Free Money Market Fund Inv Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade