Invesco S&P 500 Pure Value ETF (RPV)

107.89 +1.81 (+1.71%) USD  |  NYSEARCA  |  Jan 21, 16:00
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RPV Historical Sortino (10Y)

Historical Sortino (10Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Pacer US Cash Cows 100 ETF --
Invesco S&P 500 High Dividend Growers ETF --
Invesco S&P MidCap Momentum ETF Upgrade
Invesco S&P 100 Equal Weight ETF Upgrade
Invesco S&P MidCap Value with Momentum 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