Invesco Aerospace & Defense ETF (PPA)

176.88 -0.58 (-0.33%) USD  |  NYSEARCA  |  Jan 23, 16:00
176.89 +0.01 (+0.01%) After-Hours: 20:00
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PPA 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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Fidelity MSCI Industrials Index ETF --
Invesco S&P 500 Eql Wght Industrials ETF Upgrade
State Street Industrial Select Sector SPDR ETF Upgrade
State Street SPDR S&P Aerospace & Defense ETF --
First Trust RBA Amer Industrial Renaissance 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