PXF Historical Sortino (Since Inception) Insights

Invesco RAFI Developed Mkts ex-US ETF (PXF)

64.36 -0.03 (-0.04%) USD | NYSEARCA | Dec 09, 16:00

64.38 +0.01 (+0.02%) After-Hours: 20:00

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for PXF.
Upgrade now.

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

View Historical Sortino (Since Inception) Range, Past 5 Years

Start Trial

Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) Benchmarks

View Historical Sortino (Since Inception) Benchmarks

Start Trial

Schwab Fundamental Intl Equity ETF	Upgrade
Xtrackers MSCI EAFE Hi Dv Yld Eq ETF	Upgrade
Schwab International Dividend Equity ETF	Upgrade
WisdomTree True Developed International Fund	Upgrade
WisdomTree International High Dividend	Upgrade

Historical Sortino (Since Inception) Related Metrics

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