TOAXX Historical Sortino (5Y) Analysis

Security
1. list

View 4,000+ Financial Data Types:

Add

Browse

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Historical Sortino (5Y) Chart

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 (5Y) Range, Past 5 Years

Start Trial

Minimum

Maximum

Average

Median

View Historical Sortino (5Y) Benchmarks

Start Trial

Federated Hermes US Treasury Cash Reserves PR	--
Dreyfus Institutional Preferred Treas Secs MM Ham	Upgrade
SEI Treasury II Fund F	Upgrade
Wilmington US Treasury Money Market Fund Select	Upgrade
Western Asset Government Reserves A	Upgrade

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

Federated Hermes Treasury Obligations Fd Auto (TOAXX)