Morgan Stanley Inst Liq Tax-Exmpt Port Participant (TPXXX)

1.00 0.00 (0.00%) USD  |  Mar 11 2025
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TPXXX Historical Sortino (5Y)

Historical Sortino (5Y) 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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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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Goldman Sachs Invest Tax-Exempt Money Mkt Pref Upgrade
DWS Tax-Exempt Port Service Upgrade
Fidelity Tax-Exempt Money Market Premium Class Upgrade
Schwab AMT Tax-Free Money Fund Ultra --
Federated Hermes Tax-Free Obligations Fund Svc 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