BlackRock Liquidity T-Fund Institutional (TSTXX)

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

Historical Sortino (5Y) Chart

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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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Historical Sortino (5Y) Benchmarks

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BlackRock Liquidity Treasury Trust Fund Inst Upgrade
Allspring 100% Treasury Mny Mkt Inst Upgrade
HSBC US Treasury Money Market Fund I Upgrade
Fidelity Instl Treasury Portfolio I Upgrade
Morgan Stanley Inst Liq Treasury Port Inst 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