RSPS Historical Sortino (Since Inception) Analysis

Invesco S&P 500 Eql Wght Con Staples ETF (RSPS)

30.50 +0.19 (+0.63%) USD | NYSEARCA | Dec 20, 16:00

30.50 0.00 (0.00%) After-Hours: 20:00

View Historical Sortino (Since Inception) for RSPS.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View 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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Alpha (Since Inception)	Upgrade
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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