FRN - Invesco Frontier Markets ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsFRNCategory Average
5 YearsFRNCategory Average
10 YearsFRNCategory Average
Alpha
5.7-1.88
-1.86-4.3
-2.362.04
Beta
0.811.1
0.841.09
0.841.18
Mean Annual Return
1.01-0.07
0.060.27
0.250.55
R-squared
51.8368.99
54.0975.69
58.4784.99
Standard Deviation
12.5516.8
14.3617.83
15.9624.73
Sharpe Ratio
0.84-0.06
-0.020.18
0.160.24
Treynor Ratio
12.93-2.11
-1.521.47
1.52.33