Invesco International Growth Focus ETF (MTRA)

26.39 +0.31 (+1.17%) USD  |  BATS  |  Dec 10, 16:00
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MTRA Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for MTRA.
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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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WisdomTree Global ex-US Quality Growth Fund Upgrade
JPMorgan International Growth ETF Upgrade
VictoryShares International Free Cash Flow Gr ETF --
BNY Mellon Concentrated International ETF Upgrade
Invesco Dorsey Wright Developed Markets Mo 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade