Invesco S&P MidCap 400 GARP ETF (GRPM)

124.56 +2.87 (+2.35%) USD  |  NYSEARCA  |  Jan 21, 16:00
124.16 -0.40 (-0.32%) After-Hours: 20:00
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GRPM Historical Sortino (15Y)

Historical Sortino (15Y) 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 (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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Invesco S&P MidCap Low Volatility ETF --
Invesco S&P SmallCap Quality ETF --
Invesco S&P SmallCap 600 QVM Multi-factor ETF --
Invesco S&P SmallCap Momentum ETF Upgrade
Invesco S&P SmallCap Low Volatility 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