PBP - Invesco S&P 500 BuyWrite ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsPBPCategory Average
5 YearsPBPCategory Average
10 YearsPBPCategory Average
Alpha
-2.16-1.21
-1.16-0.18
-1.5N/A
Beta
0.60.65
0.550.58
0.61N/A
Mean Annual Return
0.540.51
0.450.75
0.57N/A
R-squared
84.5986.42
76.0769.13
76.32N/A
Standard Deviation
7.937.59
7.527.71
8.74N/A
Sharpe Ratio
0.620.79
0.581.16
0.72N/A
Treynor Ratio
7.929.26
7.6115.57
9.97N/A