Invesco S&P 500 High Beta ETF (SPHB)

122.07 -1.15 (-0.93%) USD  |  NYSEARCA  |  Jan 23, 16:00
122.03 -0.04 (-0.03%) After-Hours: 20:00
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SPHB Historical Sortino (15Y)

Historical Sortino (15Y) Chart

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Sep '18
Jan '19
May '19
 
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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 (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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