Invesco S&P MidCap Value with Momentum ETF (XMVM)

63.74 +0.37 (+0.58%) USD  |  NYSEARCA  |  Dec 09, 14:06
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XMVM Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for XMVM.
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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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Invesco S&P MidCap 400 Pure Value ETF Upgrade
Invesco S&P SmallCap 600 Pure Value ETF Upgrade
Invesco S&P SmallCap 600 Revenue ETF Upgrade
Invesco S&P SmallCap High Div Low Vol ETF Upgrade
Invesco S&P MidCap 400 Pure Growth ETF 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