AssetDataBase.CreateFolder doesn't work in Editor folder?

Hi guys, so I've got this line of code in an EditorWindow script:

 AssetDatabase.CreateFolder("Editor", "MyNewFolder");

And it doesn't seem to do a thing. Any particular reason you can't do this? Any workarounds?

I'm trying to save some ScriptableObjects that contain information i use in my custom EditorWindow, so they make use of the UnityEditor namespace and therefore have to be in the Editor folder right? Thing is they have to be grouped in a dynamically created folder. Seems like I should be able to do this somehow, no?