Invesco S&P SmallCap Information Tech ETF (PSCT)

61.63 +0.74 (+1.22%) USD  |  NASDAQ  |  Apr 02, 16:00
61.12 -0.51 (-0.83%) After-Hours: 20:00
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PSCT Historical Sortino (5Y)

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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Historical Sortino (5Y) Benchmarks

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

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (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