Invesco S&P SmallCap 600 Pure Growth ETF (RZG)

58.08 +0.44 (+0.77%) USD  |  NYSEARCA  |  Jan 16, 16:00
57.91 -0.17 (-0.29%) After-Hours: 20:00
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RZG Historical Sortino (3Y)

Historical Sortino (3Y) 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 (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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Pacer US Small Cap Cash Cows Growth Leaders ETF --
Invesco S&P SmallCap Momentum ETF Upgrade
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Invesco S&P SmallCap 600 Pure Value ETF Upgrade
Invesco S&P SmallCap Low Volatility ETF Upgrade

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade