WTEXX 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 Treasury II Fund F	Upgrade
Dreyfus Institutional Preferred Treas Secs MM Ham	Upgrade
Wilmington US Government Money Market Fund Select	Upgrade
Federated Hermes Treasury Obligations Fd Auto	Upgrade
Federated Hermes US Treasury Cash Reserves PR	--

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 Treasury Money Market Fund Select (WTEXX)