Wilmington US Treasury Money Mkt Admin (WTAXX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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WTAXX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for WTAXX.
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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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BlackRock Liquidity Treasury Select Upgrade
Western Asset Instl US Trs Oblgs MM Admn Upgrade
HSBC U.S. Treasury Money Market P --
Fidelity Inv MM Treasury Select Upgrade
Morgan Stanley InstlLqdty TrsSecs Admin 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