Invesco AI and Next Gen Software ETF (IGPT)

47.54 +0.94 (+2.02%) USD  |  NYSEARCA  |  Jan 06, 16:00
47.61 +0.07 (+0.15%) After-Hours: 20:00
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IGPT Historical Sortino (5Y)

Historical Sortino (5Y) 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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Sortino Ratio Definition

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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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Historical Sortino (5Y) Benchmarks

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ALPS O'Shares Global Internet Giants ETF Upgrade
ROBO Global Artificial Intelligence ETF --
Roundhill Ball Metaverse ETF --
WisdomTree Artificial Intelligence and Innov Fund --
iShares Global Tech ETF 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