Invesco S&P US Ttl Mrkt ESGTiltETFCADHdg (IUTE.F.TO)

19.09 0.00 (0.00%) CAD  |  TSX  |  May 31, 16:00
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IUTE.F.TO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for IUTE.F.TO.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

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Date Value
May 31, 2024 --
Date Value
April 30, 2024 --

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Minimum
May 2024
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Maximum
Apr 2024
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Average
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Median

Historical Sortino (Since Inception) Benchmarks

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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