NFO - Invesco Insider Sentiment ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsNFOCategory Average
5 YearsNFOCategory Average
10 YearsNFOCategory Average
Alpha
1.78-2.82
0.1-1.98
-1.840.13
Beta
0.861.04
0.911.12
1.111.14
Mean Annual Return
1.120.73
0.861.31
1.070.78
R-squared
84.9982.23
83.4184.92
85.3388.73
Standard Deviation
11.312.42
11.9413.55
15.1218.48
Sharpe Ratio
1.050.71
0.781.17
0.820.46
Treynor Ratio
14.018.09
9.8114.25
10.646.18