Invesco Treasury Portfolio Resource (TRRXX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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TRRXX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for TRRXX.
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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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Median

Historical Sortino (5Y) Benchmarks

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Goldman Sachs FS Treasury Instruments Fd Pref Upgrade
Morgan Stanley Inst Liq Treasury Port Adm Upgrade
Morgan Stanley Inst Liq Treasury Sec Port Part Upgrade
Invesco Treasury Obligations Portfolio Private Upgrade
Goldman Sachs FS Treasury Solution Fund Prm Upgrade

Historical Sortino (5Y) Related Metrics

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