Invesco RAFI US 1000 ETF (PRF)

49.62 +0.44 (+0.89%) USD  |  NYSEARCA  |  Apr 13, 16:00
49.62 0.00 (0.00%) After-Hours: 17:37
More

PRF Historical Sortino (3Y)

Historical Sortino (3Y) Chart

View Historical Sortino (3Y) for PRF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (3Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (3Y) Range, Past 5 Years

View Historical Sortino (3Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (3Y) Benchmarks

View Historical Sortino (3Y) Benchmarks
Start Trial
iShares Russell Top 200 Value ETF Upgrade
iShares Russell 1000 Value ETF Upgrade
Invesco Large Cap Value ETF Upgrade
Schwab Fundamental US Broad Market ETF Upgrade
Invesco RAFI Strategic US ETF Upgrade

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade