PWC - Invesco Dynamic Market ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsPWCCategory Average
5 YearsPWCCategory Average
10 YearsPWCCategory Average
Alpha
-3.77-2.82
-3.3-1.98
-2.330.13
Beta
1.021.04
11.12
1.081.14
Mean Annual Return
0.820.73
0.641.31
10.78
R-squared
86.7582.23
84.7684.92
88.2188.73
Standard Deviation
13.3112.42
12.913.55
14.4818.48
Sharpe Ratio
0.620.71
0.521.17
0.790.46
Treynor Ratio
7.568.09
6.0914.25
10.156.18