TTTXX Historical Sortino (5Y) Insights

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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View 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.

View Historical Sortino (5Y) Range, Past 5 Years

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Federated Hermes US Treasury Cash Reserves Inst	Upgrade
BlackRock Liquidity T-Fund Institutional	Upgrade
First American US Treas Money Market Fund Y	Upgrade
T Rowe Price US Treasury Money Fund I	Upgrade
Dreyfus Treasury Securities Cash Management Inst	Upgrade

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

BlackRock Liquidity Treasury Trust Fund Inst (TTTXX)