AAM S&P 500 High Dividend Value ETF (SPDV)

35.00 +0.55 (+1.59%) USD  |  NYSEARCA  |  Dec 10, 16:00
35.07 +0.07 (+0.20%) After-Hours: 20:00
More

SPDV Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for SPDV.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
Invesco S&P 500 Value with Momentum ETF Upgrade
WBI Power Factor High Dividend ETF Upgrade
First Trust Value Line Dividend Index Fund Upgrade
First Trust Dividend Strength ETF Upgrade
Invesco Dynamic Buyback Achievers ETF Upgrade

Historical Sortino (5Y) Related Metrics

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