Invesco Dorsey Wright Energy Momentum ETF (PXI)

49.15 +1.17 (+2.44%) USD  |  NASDAQ  |  Jan 21, 16:00
49.15 0.00 (0.00%) After-Hours: 17:24
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PXI 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 Dorsey Wright Consumer Cyclicals Mo ETF Upgrade
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Invesco Dorsey Wright Utilities Momentum ETF Upgrade
Invesco Dorsey Wright Basic Materials Momentum 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