Invesco CEF Income Composite ETF (PCEF)

19.36 +0.17 (+0.89%) USD  |  NYSEARCA  |  Jan 03, 16:00
19.35 -0.01 (-0.05%) After-Hours: 20:00
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PCEF Historical Sortino (5Y)

Historical Sortino (5Y) 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 (5Y) Range, Past 5 Years

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Median

Historical Sortino (5Y) Benchmarks

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iShares Core Aggressive Allocation ETF Upgrade
SGI Dynamic Tactical ETF --
Draco Evolution AI ETF --
Ned Davis Research 360 Dynamic Allocation ETF --
iShares Core Conservative Allocation ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade