Invesco Dynamic Buyback Achievers ETF (PKW)

132.28 +0.21 (+0.16%) USD  |  NASDAQ  |  Apr 02, 16:00
131.68 -0.60 (-0.45%) After-Hours: 20:00
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PKW Historical Sortino (15Y)

Historical Sortino (15Y) 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 (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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First Trust Value Line Dividend Index Fund Upgrade
First Trust Large Cap Value AlphaDEX Fund Upgrade
State Street SPDR S&P Dividend ETF Upgrade
Invesco S&P 500 Value with Momentum ETF --
State Street SPDR Portfolio S&P 500 High Dvd ETF --

Historical Sortino (15Y) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Alpha (vs YCharts Benchmark) (15Y) Upgrade
Beta (vs YCharts Benchmark) (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Max Drawdown (15Y) Upgrade
Monthly Value at Risk (VaR) 5% (15Y Lookback) Upgrade