Invesco RAFI Emerging Markets ETF (PXH)

28.60 -0.30 (-1.04%) USD  |  NYSEARCA  |  Feb 26, 16:00
28.58 -0.02 (-0.07%) After-Hours: 20:00
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PXH Historical Sortino (10Y)

Historical Sortino (10Y) 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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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WisdomTree Emerging Markets High Dividend Fund Upgrade
Schwab Fundamental EM Equity ETF Upgrade
WisdomTree Emerging Markets SmallCap Dividend Fund Upgrade
Schwab Emerging Markets Equity ETF Upgrade
iShares MSCI Emerging Markets Min Vol Factor ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade