Invesco S&P SmallCap Cnsmr Discretionary ETF (PSCD)

113.12 -1.93 (-1.68%) USD  |  NASDAQ  |  Jan 20, 16:00
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PSCD Historical Sortino (10Y)

Historical Sortino (10Y) 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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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Invesco S&P SmallCap Energy ETF Upgrade
Invesco S&P SmallCap Utilities & Comm Svcs Upgrade
Invesco S&P SmallCap Consumer Staples ETF Upgrade
Invesco S&P SmallCap High Div Low Vol ETF --
Pacer Lunt MidCap Multi-Factor Alternator ETF --

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade