Invesco Treasury Obligations Portfolio Private (TXPXX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
More

TXPXX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for TXPXX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Sortino Ratio Definition

View Sortino Ratio Definition
Start Trial

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (Since Inception) Range, Past 5 Years

View Historical Sortino (Since Inception) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (Since Inception) Benchmarks

View Historical Sortino (Since Inception) Benchmarks
Start Trial
Goldman Sachs FS Treasury Instruments Fd Pref Upgrade
BlackRock Liquidity Treasury Trust Fund Cash Mgmt Upgrade
Goldman Sachs FS Treasury Solution Fund Prm Upgrade
Morgan Stanley Inst Liq Treasury Sec Port Part Upgrade
Morgan Stanley Inst Liq Treasury Port Adm Upgrade

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