Invesco New York AMT-Free Municipal Bond ETF (PZT)

22.61 -0.09 (-0.40%) USD  |  NYSEARCA  |  Dec 23, 15:28
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PZT 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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Historical Sortino (Since Inception) Benchmarks

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Eaton Vance New York Municipal Bond Fund Upgrade
Nuveen New York Quality Municipal Income Fund Upgrade
Nuveen New York Municipal Value Fund Inc Upgrade
Nuveen NY Select Tax-Free Income Port Upgrade
PIMCO New York Municipal Income Fund 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