PWV - Invesco Dynamic Large Cap Value ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsPWVCategory Average
5 YearsPWVCategory Average
10 YearsPWVCategory Average
Alpha
-4.430.43
-3.840.71
-1.09-0.34
Beta
0.980.91
0.960.9
0.940.97
Mean Annual Return
0.720.88
0.611.25
1.010.64
R-squared
85.5886.29
88.5384.94
90.9188.42
Standard Deviation
12.7610.58
12.2710.81
12.3815.87
Sharpe Ratio
0.561
0.511.38
0.930.43
Treynor Ratio
6.7411.86
5.9917.48
12.145.97