Invesco Bloomberg MVP Multi-Factor ETF (BMVP)

52.95 +0.78 (+1.49%) USD  |  NYSEARCA  |  Feb 06, 16:00
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BMVP Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

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LeaderShares AlphaFactor US Core Equity ETF Upgrade
Pacer US Cash Cows Growth ETF Upgrade
VanEck Morningstar SMID Moat ETF Upgrade
Invesco S&P 500 High Beta ETF Upgrade
VictoryShares US 500 Enhanced Volatility Wtd ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

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