FRN - Invesco Frontier Markets ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsFRNCategory Average
5 YearsFRNCategory Average
10 YearsFRNCategory Average
Alpha
5.06-1.88
-1.89-4.3
-2.482.04
Beta
0.791.1
0.841.09
0.841.18
Mean Annual Return
1.08-0.07
0.060.27
0.320.55
R-squared
51.7268.99
54.1275.69
59.5984.99
Standard Deviation
12.5816.8
14.3617.83
16.1624.73
Sharpe Ratio
0.91-0.06
-0.020.18
0.210.24
Treynor Ratio
14.47-2.11
-1.471.47
2.472.33