ATDAX - Invesco Endeavor A

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★★
Number of Years Up10
Number of Years Down4
Best 1 Yr Total Return (May 30, 2018)57.73%
Worst 1 Yr Total Return (May 30, 2018)-38.02%

Risk Statistics

3 Years
ATDAXCategory Average
5 Years
ATDAXCategory Average
10 Years
ATDAXCategory Average
Alpha
-2.45-0.03
-3.46-0.02
-0.67-0.01
Beta
0.860.01
0.90.01
1.190.01
Mean Annual Return
0.590.01
0.670.01
0.920.01
R-squared
49.450.74
58.530.76
76.90.87
Standard Deviation
12.650.11
11.640.11
20.30.18
Sharpe Ratio
0.510.01
0.660.01
0.530.01
Treynor Ratio
6.780.07
8.040.1
7.60.07