Invesco FTSE RAFI Developed Mkts ex-US ETF (PXF)

47.82 +0.06 (+0.14%) USD  |  NYSEARCA  |  Dec 24, 16:00
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PXF Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

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iShares MSCI EAFE Value ETF Upgrade
iShares International Select Dividend ETF Upgrade
Schwab Fundamental Intl Equity ETF Upgrade
Hartford Multifactor Developed Markets (ex-US) ETF Upgrade
iShares MSCI Intl Value Factor ETF 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