Invesco S&P SmallCap Quality ETF (XSHQ)

45.69 +0.28 (+0.62%) USD  |  BATS  |  May 22, 16:00
45.57 -0.12 (-0.26%) After-Hours: 20:00
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XSHQ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for XSHQ.
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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 S&P SmallCap 600 QVM Multi-factor ETF Upgrade
Invesco S&P SmallCap Momentum ETF Upgrade
Invesco S&P MidCap 400 GARP ETF Upgrade
Invesco S&P SmallCap Low Volatility ETF Upgrade
BNY Mellon US Small Cap Core Equity ETF 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