Invesco Russell 1000 Dynamic Multifactor ETF (OMFL)

61.14 -0.50 (-0.81%) USD  |  BATS  |  Dec 31, 16:00
61.14 0.00 (0.00%) After-Hours: 20:00
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OMFL Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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iShares Russell Top 200 ETF Upgrade
iShares Russell 1000 ETF Upgrade
Vanguard Russell 3000 Index Fund ETF Upgrade
FlexShares Morningstar US Market Factor Tilt Index Upgrade
iShares Russell 3000 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