Invesco S&P 500 High Div Low Volatility ETF (SPHD)

48.45 +0.68 (+1.42%) USD  |  NYSEARCA  |  Dec 20, 16:00
48.46 0.00 (0.00%) After-Hours: 20:00
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SPHD Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for SPHD.
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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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WisdomTree US High Dividend Fund Upgrade
iShares Select Dividend ETF Upgrade
ALPS Sector Dividend Dogs ETF Upgrade
First Trust Rising Dividend Achievers ETF Upgrade
First Trust Large Cap Value AlphaDEX Fund Upgrade

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