WGEXX Historical Sortino (5Y) Trends

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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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SEI Government II Fund F	Upgrade
Wilmington US Treasury Money Market Fund Select	Upgrade
Goldman Sachs FS Government Fund A	Upgrade
Fidelity VIP Government Money Market Ptf Initial	Upgrade
SEI Treasury II Fund F	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

Wilmington US Government Money Market Fund Select (WGEXX)