TOMXX Historical Sortino (Since Inception) Trends

Federated Hermes Treasury Obligations Fd CMS (TOMXX)

1.00 0.00 (0.00%) USD | Dec 12 2024

View Historical Sortino (Since Inception) for TOMXX.
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

Investors DWS Treasury Portfolio Capital	Upgrade
Allspring Treas Plus Mny Mkt Fund R&R	--
Dreyfus Treasury Obligations Cash Management Part	Upgrade
Federated Hermes Government Reserves Fund F	Upgrade
Morgan Stanley Inst Liq Treasury Port Cash Mgmt	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
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade