Invesco S&P Europe 350 Equal Wgt ETF F (EQE.F.NO)

22.68 0.00 (0.00%) CAD  |  NEO  |  Apr 17, 16:00
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EQE.F.NO Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for EQE.F.NO.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
March 31, 2024 --
February 29, 2024 --
Date Value
January 31, 2024 --

Sortino Ratio Definition

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

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Historical Sortino (5Y) Range, Past 5 Years

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Minimum
Mar 2024
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Maximum
Jan 2024
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Average
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Median
Feb 2024

Historical Sortino (5Y) Benchmarks

CI MSCI EurLRWgtETF Comm (DELISTED) --
Mackenzie Maximum Divers Dev Eurp ETF Upgrade
CI WisdomTree Europe Hdg Eq ETF Upgrade
iShares MSCI Europe IMI ETF (CAD-Hedged) Upgrade

Historical Sortino (5Y) Related Metrics

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