Invesco S&P MidCap Quality ETF (XMHQ)

104.67 +1.12 (+1.08%) USD  |  NYSEARCA  |  Dec 11, 16:00
104.71 +0.04 (+0.04%) After-Hours: 20:00
More

XMHQ Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for XMHQ.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
Xtrackers S&P MidCap 400 Scored & Screened ETF --
ProShares S&P MidCap 400 Dividend Aristocrats ETF Upgrade
Invesco S&P SmallCap Value with Momentum ETF Upgrade
Xtrackers S&P Dividend Aristocrats Screened ETF --
Pacer S&P MidCap 400 Quality FCF Aristocrats ETF --

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