Invesco BulletShares 2027 Municipal Bond ETF (BSMR)

23.73 -0.02 (-0.09%) USD  |  NASDAQ  |  Dec 13, 16:00
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BSMR Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for BSMR.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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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.

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Historical Sortino (Since Inception) Range, Past 5 Years

View Historical Sortino (Since Inception) Range, Past 5 Years
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Historical Sortino (Since Inception) Benchmarks

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Invesco BulletShares 2026 Municipal Bond ETF Upgrade
Invesco BulletShares 2025 Municipal Bond ETF Upgrade
iShares iBonds Dec 2025 Term Muni Bond ETF Upgrade
iShares iBonds Dec 2027 Term Muni Bond ETF Upgrade
iShares iBonds Dec 2028 Term Muni Bond 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