Invesco S&P 500 Eql Wght Technology ETF (RSPT)

37.97 +0.61 (+1.63%) USD  |  NYSEARCA  |  Dec 20, 16:00
38.00 +0.04 (+0.09%) After-Hours: 20:00
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RSPT 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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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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Historical Sortino (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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First Trust NASDAQ-100-Technology Sector Index Fd Upgrade
First Trust Dow Jones Internet Index Fund Upgrade
First Trust Technology AlphaDEX Fund Upgrade
First Trust Nasdaq Semiconductor ETF Upgrade
Xtrackers Artificial Intelligence and Big Data ETF --

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