Invesco Russell 2000 Dynamic Multifactor ETF (OMFS)

47.91 +0.60 (+1.26%) USD  |  BATS  |  Feb 24, 16:00
47.81 -0.10 (-0.21%) Pre-Market: 20:00
More

OMFS Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for OMFS.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (10Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (10Y) Range, Past 5 Years

View Historical Sortino (10Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (10Y) Benchmarks

View Historical Sortino (10Y) Benchmarks
Start Trial
First Trust Small Cap Core AlphaDEX Fund Upgrade
Invesco Dorsey Wright SmallCap Momentum ETF Upgrade
JPMorgan Diversified Return US Small Cp Equity ETF --
Timothy Plan US Small Cap Core ETF --
First Trust Small Cap Value AlphaDEX Fund Upgrade