Invesco Advantage Municipal Income Trust II (VKI)

9.18 +0.19 (+2.11%) USD  |  NYAM  |  Feb 09, 16:00
9.17 -0.01 (-0.11%) Pre-Market: 20:00
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VKI Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for VKI.
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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 (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

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Invesco Value Municipal Income Trust Upgrade
Invesco Quality Municipal Income Trust Upgrade
Invesco Trust for Investment Grade Municipals Upgrade
Invesco Municipal Trust Upgrade
Invesco Municipal Opportunity Trust 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