Invesco California AMT-Free Municipal Bond ETF (PWZ)

24.45 -0.06 (-0.24%) USD  |  NYSEARCA  |  Feb 23, 16:00
24.79 +0.34 (+1.39%) After-Hours: 19:59
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PWZ 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 National AMT-Free Municipal Bond ETF Upgrade
Invesco New York AMT-Free Municipal Bond ETF Upgrade
Xtrackers Municipal Infr Revenue Bd ETF Upgrade
Vanguard Tax-Exempt Bond Index Fund ETF Upgrade
Schwab Municipal Bond ETF --

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