PSCT Historical Sortino (5Y) Analysis

Invesco S&P SmallCap Information Tech ETF (PSCT)

63.13 +2.42 (+3.99%) USD | NASDAQ | Feb 24, 14:38

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

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Minimum

Maximum

Average

Median

Historical Sortino (5Y) Benchmarks

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Invesco S&P SmallCap Health Care ETF	Upgrade
Invesco S&P MidCap 400 Pure Growth ETF	Upgrade
Invesco S&P SmallCap 600 Pure Growth ETF	Upgrade
Invesco S&P SmallCap Energy ETF	Upgrade
Invesco S&P SmallCap Industrials ETF	Upgrade

Historical Sortino (5Y) Related Metrics

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