Invesco S&P MidCap 400 QVM Multi-factor ETF (QVMM)

31.14 -0.43 (-1.37%) USD  |  NYSEARCA  |  Mar 27, 16:00
31.12 -0.02 (-0.05%) After-Hours: 20:00
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QVMM Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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