Invesco Russell 2000 Dynamic Multifactor ETF (OMFS)

47.94 +1.11 (+2.38%) USD  |  BATS  |  Jan 21, 16:00
47.38 -0.56 (-1.16%) After-Hours: 20:00
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OMFS Historical Sortino (15Y)

Historical Sortino (15Y) Chart

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Sep '18
Jan '19
May '19
 
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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 (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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