Invesco QQQ Trust, Series 1 (QQQ)

584.82 +0.51 (+0.09%) USD  |  NASDAQ  |  Apr 02, 16:00
584.35 -0.47 (-0.08%) After-Hours: 19:01
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QQQ 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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HCM Defender 100 Index ETF --
Pacer Trendpilot 100 ETF Upgrade
WEBs QQQ Defined Volatility ETF --
Fidelity Nasdaq Composite Index ETF Upgrade
First Trust NASDAQ-100 Select Equal Weight ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (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