QQQ - Invesco QQQ Trust

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsQQQCategory Average
5 YearsQQQCategory Average
10 YearsQQQCategory Average
Alpha
4.96-0.19
3.46-0.12
2.571.99
Beta
1.121.05
1.161.05
1.111.04
Mean Annual Return
1.720.97
1.331.38
1.560.88
R-squared
82.1489.09
84.590.29
84.5991.36
Standard Deviation
15.112.1
15.1412.36
15.3116.71
Sharpe Ratio
1.260.96
0.991.34
1.190.58
Treynor Ratio
17.6610.86
12.9416.11
16.718.25