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

27.62 -0.01 (-0.04%) USD  |  NASDAQ  |  Dec 09, 16:00
27.62 0.00 (0.00%) After-Hours: 17:11
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GOVI Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for GOVI.
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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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Historical Sortino (Since Inception) 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 Upgrade
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund Upgrade
State Street SPDR Portfolio TIPS 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