Invesco S&P 500 Enhanced Value ETF (SPVU)

61.43 +1.03 (+1.70%) USD  |  NYSEARCA  |  Feb 06, 16:00
61.22 -0.20 (-0.33%) After-Hours: 20:00
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SPVU Historical Sortino (5Y)

Historical Sortino (5Y) 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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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VictoryShares US Multi-Factor Minimum Vol ETF Upgrade
PIMCO RAFI Dynamic Multi-Factor US Equity ETF Upgrade
PIMCO RAFI ESG US ETF Upgrade
WisdomTree US LargeCap Dividend Fund Upgrade
WisdomTree US LargeCap Fund 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