WTLXX Historical Sortino (Since Inception) Analysis

Allspring Treas Plus Mny Mkt Fund Sel (WTLXX)

1.00 0.00 (0.00%) USD | Dec 13 2024

View Historical Sortino (Since Inception) for WTLXX.
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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 (Since Inception) Range, Past 5 Years

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Northern Treasury Portfolio Premier	Upgrade
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JPMorgan US Treasury Plus Money Market Fund Agency	Upgrade

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
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Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade