Invesco S&P 500 BuyWrite ETF (PBP)

23.56 -0.09 (-0.40%) USD  |  BATS  |  Dec 23, 16:00
23.56 0.00 (0.00%) After-Hours: 20:00
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PBP 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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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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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 Advantage Large Cap Income ETF Upgrade
iShares S&P 500 BuyWrite ETF --
ProShares Large Cap Core Plus Upgrade
AdvisorShares STAR Global Buy-Write ETF Upgrade
NEOS S&P 500 High Income 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