BSJT Historical Sortino (Since Inception) Analysis

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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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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

Invesco BulletShares 2029 Hi Yld Corp Bd ETF (BSJT)