AGOXX Historical Sortino (Since Inception) Insights

Invesco Government & Agency Portfolio Resource (AGOXX)

1.00 0.00 (0.00%) USD | Dec 13 2024

View Historical Sortino (Since Inception) for AGOXX.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Cumulative Total Returns Versus Peers

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View Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

View Historical Sortino (Since Inception) Range, Past 5 Years

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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