Invesco S&P 500 Eql Wght Industrials ETF (RSPN)

58.54 -0.61 (-1.03%) USD  |  NYSEARCA  |  Mar 18, 16:00
58.36 -0.18 (-0.31%) After-Hours: 20:00
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RSPN 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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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 (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

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Fidelity MSCI Industrials Index ETF Upgrade
US Global Jets ETF Upgrade
Invesco Building & Construction ETF Upgrade
Invesco Aerospace & Defense ETF Upgrade
State Street Industrial Select Sector SPDR ETF 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