QQQ - Invesco QQQ Trust

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsQQQCategory Average
5 YearsQQQCategory Average
10 YearsQQQCategory Average
Alpha
2.85-0.19
2.44-0.12
2.551.99
Beta
1.111.05
1.161.05
1.111.04
Mean Annual Return
1.460.97
1.261.38
1.430.88
R-squared
82.8589.09
84.7590.29
84.5391.36
Standard Deviation
14.912.1
15.0912.36
15.1216.71
Sharpe Ratio
1.070.96
0.931.34
1.10.58
Treynor Ratio
14.5110.86
11.9516.11
15.138.25