Invesco S&P SmallCap Value with Momentum ETF (XSVM)

62.23 +0.54 (+0.88%) USD  |  NYSEARCA  |  Feb 24, 16:00
62.24 +0.01 (+0.02%) Pre-Market: 20:00
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XSVM Historical Sortino (3Y)

Historical Sortino (3Y) 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 (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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ProShares S&P MidCap 400 Dividend Aristocrats ETF Upgrade
WisdomTree US SmallCap Fund Upgrade
iShares Morningstar Small-Cap Value ETF Upgrade
Invesco S&P MidCap 400 Revenue ETF Upgrade
Invesco S&P Ultra Dividend Revenue ETF Upgrade

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade