Invesco S&P 500 Value with Momentum ETF (SPVM)

69.30 +0.21 (+0.30%) USD  |  NYSEARCA  |  Apr 02, 16:00
69.30 0.00 (0.00%) After-Hours: 17:58
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SPVM 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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WBI Power Factor High Dividend ETF Upgrade
AAM S&P 500 High Dividend Value ETF Upgrade
First Trust Value Line Dividend Index Fund Upgrade
First Trust Dividend Strength ETF Upgrade
Invesco Dynamic Buyback Achievers 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