Morgan Stanley Inst Liq Tax-Exempt Port Select (TSXXX)

1.00 0.00 (0.00%) USD  |  Dec 16 2024
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TSXXX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for TSXXX.
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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 (Since Inception) Range, Past 5 Years

View Historical Sortino (Since Inception) Range, Past 5 Years
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Historical Sortino (Since Inception) Benchmarks

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DWS Tax-Exempt Port Service Upgrade
Goldman Sachs Invest Tax-Exempt Money Mkt Pref Upgrade
Fidelity Tax-Exempt Money Market Premium Class Upgrade
Fidelity Instl Tax-Exempt Portfolio Select Upgrade
Schwab AMT Tax-Free Money Fund Ultra --

Historical Sortino (Since Inception) Related Metrics

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