Transamerica Government Money Market R4 (TFGXX)

1.00 0.00 (0.00%) USD  |  Jan 20 2026
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TFGXX 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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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Maximum
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Average
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Median

Historical Sortino (Since Inception) Benchmarks

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American Funds US Government Money Mkt Fd R1 Upgrade
JPMorgan US Government Money Market Fund Capital Upgrade
Goldman Sachs FS Government Fund R6 Upgrade
MFS US Government Cash Reserve Fund R2 Upgrade
BlackRock Liquidity FedFund Stern Brothers Shares --

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