PSCF - Invesco S&P SmallCap Financials ETF

NasdaqGM - NasdaqGM Delayed Price. Currency in USD

Risk Statistics

3 YearsPSCFCategory Average
5 YearsPSCFCategory Average
10 YearsPSCFCategory Average
Alpha
-2.851.97
4.014.98
0-3.71
Beta
0.960.95
0.861
01.12
Mean Annual Return
0.720.62
0.91.32
00.22
R-squared
49.8153.95
41.8362.06
063.59
Standard Deviation
15.3515.01
15.6415.7
024.13
Sharpe Ratio
0.460.51
0.621.04
00.07
Treynor Ratio
6.377.31
10.3916.68
0-1.13