TGRXX Historical Sortino (Since Inception) Insights

Transamerica Government Money Market R2 (TGRXX)

1.00 0.00 (0.00%) USD | Dec 12 2024

View Historical Sortino (Since Inception) for TGRXX.
Upgrade now.

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Cumulative Total Returns Versus Peers

Start Trial

View Historical Data

Start Trial

View Sortino Ratio Definition

Start Trial

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

View Historical Sortino (Since Inception) Range, Past 5 Years

Start Trial

Minimum

Maximum

Average

Median

View Historical Sortino (Since Inception) Benchmarks

Start Trial

American Funds US Government Money Mkt Fd R5E	Upgrade
GuideStone Money Market Fund Inv	Upgrade
MFS US Government Cash Reserve Fund R6	Upgrade
Invesco Government Money Market Fund R	Upgrade
Fidelity Government Money Market Fund K6	Upgrade

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