Invesco Equal Weight 0-30 Year Treasury ETF (GOVI)

27.97 -0.24 (-0.85%) USD  |  NASDAQ  |  Mar 02, 14:14
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GOVI Historical Sortino (10Y)

Historical Sortino (10Y) Chart

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Sep '18
Jan '19
May '19
 
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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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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State Street SPDR Portfolio Long Term Treasury ETF Upgrade
PIMCO 25+ Year Zero Coupon US Treasury Index ETF Upgrade
Schwab Long-Term US Treasury ETF --
State Street SPDR Portfolio Int Term Treasury ETF Upgrade
Schwab Intermediate-Term US Treasury ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade