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 (Aug 30, 2018)57.73%
Worst 1 Yr Total Return (Aug 30, 2018)-38.02%

Risk Statistics

3 Years
ATDAXCategory Average
5 Years
ATDAXCategory Average
10 Years
ATDAXCategory Average
Alpha
-3.83-0.03
-3.8-0.03
-1.9-0.02
Beta
0.960.01
0.90.01
1.190.01
Mean Annual Return
0.920.01
0.740.01
0.970.01
R-squared
53.750.72
56.720.74
76.730.87
Standard Deviation
12.350.11
11.420.11
200.17
Sharpe Ratio
0.820.01
0.730.01
0.570.01
Treynor Ratio
10.380.11
8.980.11
8.220.08