Invesco S&P Spin-Off ETF (CSD)

113.21 +0.11 (+0.09%) USD  |  NYSEARCA  |  Jan 22, 16:00
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CSD Historical Sortino (15Y)

Historical Sortino (15Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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 (15Y) Range, Past 5 Years

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Median

Historical Sortino (15Y) Benchmarks

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John Hancock Multifactor Mid Cap ETF --
iShares Russell Mid-Cap ETF Upgrade
Invesco Zacks Mid-Cap ETF Upgrade
Invesco Bloomberg Analyst Rating Improvers ETF Upgrade
Invesco Russell 1000 Equal Weight ETF --

Historical Sortino (15Y) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Alpha (vs YCharts Benchmark) (15Y) Upgrade
Beta (vs YCharts Benchmark) (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Max Drawdown (15Y) Upgrade
Monthly Value at Risk (VaR) 5% (15Y Lookback) Upgrade