Invesco RAFI Strategic US ETF (IUS)

60.48 +0.94 (+1.58%) USD  |  NASDAQ  |  Feb 06, 16:00
61.00 +0.52 (+0.86%) After-Hours: 07:36
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IUS Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for IUS.
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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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Median

Historical Sortino (Since Inception) Benchmarks

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iShares Russell Top 200 Value ETF Upgrade
iShares Russell 1000 Value ETF Upgrade
Invesco Dividend Achievers ETF Upgrade
Invesco RAFI US 1000 ETF Upgrade
Invesco Large Cap Value 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