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

57.33 -0.08 (-0.14%) USD  |  NYSEARCA  |  Dec 08, 16:00
57.35 +0.02 (+0.03%) After-Hours: 20:00
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XSVM Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for XSVM.
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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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Historical Sortino (Since Inception) 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
Vanguard Russell 2000 Value Index Fund ETF Upgrade
ProShares Russell 2000 Dividend Growers 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