Invesco S&P SmallCap Momentum ETF (XSMO)

80.57 +0.76 (+0.95%) USD  |  NYSEARCA  |  Mar 02, 16:00
77.61 -2.96 (-3.67%) After-Hours: 07:44
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XSMO Historical Sortino (5Y)

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

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Historical Sortino (5Y) Benchmarks

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Invesco S&P SmallCap Low Volatility ETF Upgrade
Invesco S&P SmallCap Quality ETF Upgrade
Invesco S&P SmallCap 600 QVM Multi-factor ETF --
Invesco S&P SmallCap 600 Revenue ETF Upgrade
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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