DJD Historical Sortino (Since Inception) Insights

Invesco Dow Jones Industrial Average Div ETF (DJD)

62.77 +1.24 (+2.02%) USD | NYSEARCA | Feb 06, 16:00

63.00 +0.23 (+0.37%) Pre-Market: 09:19

Historical Sortino (Since Inception) Chart

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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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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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Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) Benchmarks

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Invesco S&P MidCap 400 Pure Growth ETF	Upgrade
Invesco S&P MidCap 400 Pure Value ETF	Upgrade
Invesco S&P SmallCap 600 Pure Growth 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