Invesco Emerging Markets Sovereign Debt ETF (PCY)

20.12 +0.14 (+0.70%) USD  |  NYSEARCA  |  Dec 20, 16:00
21.11 +0.99 (+4.92%) After-Hours: 20:00
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PCY Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for PCY.
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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 JPMorgan USD Emerging Markets Bond ETF Upgrade
Vanguard Emerging Markets Govt Bd Idx ETF Upgrade
Western Asset Emg Markets Debt Fund Inc Upgrade
VanEck Emerging Markets High Yield Bond ETF Upgrade
First Trust TCW Emerging Markets Debt 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