Invesco S&P MidCap Momentum ETF (XMMO)

142.93 +1.62 (+1.15%) USD  |  NYSEARCA  |  Jan 21, 16:00
143.20 +0.27 (+0.19%) Pre-Market: 08:24
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XMMO Historical Sortino (15Y)

Historical Sortino (15Y) 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 (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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Pacer Trendpilot US Mid Cap ETF --
Invesco S&P MidCap 400 QVM Multi-factor ETF --
Invesco S&P 500 Pure Value ETF Upgrade
Pacer Lunt MidCap Multi-Factor Alternator ETF --
Invesco S&P 100 Equal Weight ETF Upgrade

Historical Sortino (15Y) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Alpha (vs YCharts Benchmark) (15Y) Upgrade
Beta (vs YCharts Benchmark) (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Max Drawdown (15Y) Upgrade
Monthly Value at Risk (VaR) 5% (15Y Lookback) Upgrade