Sortino ratio is not yet available for ^CASHX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar indices
The table compares ^CASHX's Sortino Ratio with other similar indices across multiple time periods, showing relative risk-adjusted performance.
Data shows 1-, 5-, and 10-year periods, plus each index's all-time average, as of Jun 3, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ^NWX | ARCA Networking | 6.32 | |||
| ^SOX | PHLX Semiconductor Index | 5.23 | |||
| ^OOI | S&P Global 100 Index | 4.23 | |||
| ^DJUSSC | Dow Jones U.S. Semiconductors Index | 4.10 | |||
| ^SIXT | Technology Select Sector Index | 4.05 | |||
| ^PUT | CBOE S&P 500 PutWrite Index | 4.01 | |||
| ^BCOMAL | Bloomberg Aluminum Index | 3.95 | |||
| ^XAX | NYSE American Composite Index | 3.90 | |||
| ^DJUSST | Dow Jones U.S. Iron & Steel Index | 3.82 | |||
| ^XCI | ARCA Computer Technology Index | 3.78 | |||
| ^CASHX | US Money Market Index | — |
Historical Sortino Ratio
The chart shows ^CASHX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when ^CASHX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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