DEF - Invesco Defensive Equity ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsDEFCategory Average
5 YearsDEFCategory Average
10 YearsDEFCategory Average
Alpha
1.61-0.65
1.54-0.48
3.480.15
Beta
0.870.98
0.751
0.681
Mean Annual Return
1.120.86
0.841.28
1.050.69
R-squared
92.7794.06
75.595.34
71.9796.99
Standard Deviation
10.9710.9
10.3211.38
9.9815.42
Sharpe Ratio
1.070.94
0.881.34
1.210.48
Treynor Ratio
13.8210.38
11.9315.73
18.186.54