Invesco S&P 500 High Beta ETF (SPHB)

123.09 +0.13 (+0.11%) USD  |  NYSEARCA  |  Jan 13, 16:00
122.95 -0.14 (-0.11%) Pre-Market: 09:15
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SPHB Historical Sortino (10Y)

Historical Sortino (10Y) Chart

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Sep '18
Jan '19
May '19
 
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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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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Pacer CFRA-Stovall Equal Weight Seasonal Rot Idx --
Pacer US Cash Cows Growth ETF --
Invesco Bloomberg MVP Multi-Factor ETF Upgrade
Timothy Plan US Large/Mid Cap Core ETF --
SRH US Quality GARP ETF --

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade