Invesco 0-5 Yr US TIPS ETF (PBTP)

25.92 +0.01 (+0.03%) USD  |  BATS  |  Dec 29, 12:59
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PBTP 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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PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund Upgrade
Vanguard Sht-Term Inflation-Protected Sec Idx ETF Upgrade
FlexShares iBoxx 3-Year Target Duration TIPS Index Upgrade
State Street SPDR Bloomberg 1-10 Year TIPS ETF Upgrade
PIMCO Broad US TIPS Index Exchange-Traded Fund 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