Invesco Russell 2000 Dynamic Multifactor ETF (OMFS)

52.64 +0.02 (+0.05%) USD  |  BATS  |  Sep 04, 16:00
52.55 -0.08 (-0.16%) Pre-Market: 20:00
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OMFS Historical Sortino (10Y)

Historical Sortino (10Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Historical Sortino (10Y) Data

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Date Value

Historical Sortino Ratio Definition

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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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