FRN - Invesco Frontier Markets ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsFRNCategory Average
5 YearsFRNCategory Average
10 YearsFRNCategory Average
Alpha
4.25-1.88
-1.81-4.3
-1.992.04
Beta
0.81.1
0.841.09
0.831.18
Mean Annual Return
0.85-0.07
0.010.27
0.310.55
R-squared
50.2868.99
5375.69
58.4484.99
Standard Deviation
12.5216.8
14.1917.83
16.1224.73
Sharpe Ratio
0.7-0.06
-0.060.18
0.20.24
Treynor Ratio
10.58-2.11
-2.171.47
2.342.33