Vanguard Cash Reserves Federal Money Market Fd Adm (VMRXX)

1.00 0.00 (0.00%) USD  |  Dec 27 2024
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VMRXX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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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Federated Hermes US Treasury Cash Reserves Inst Upgrade
JPMorgan Federal Money Market Fund Institutional Upgrade
First American US Treas Money Market Fund Y Upgrade
Federated Hermes Government Oblg Tax-Mgd Fd Inst Upgrade
Dreyfus Inst Preferred Govt Money Market Fund 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