QQQ - Invesco QQQ Trust

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsQQQCategory Average
5 YearsQQQCategory Average
10 YearsQQQCategory Average
Alpha
3.92-0.19
3.86-0.12
2.891.99
Beta
1.111.05
1.151.05
1.11.04
Mean Annual Return
1.550.97
1.371.38
1.670.88
R-squared
74.389.09
82.1990.29
83.6791.36
Standard Deviation
13.8812.1
14.2212.36
15.2416.71
Sharpe Ratio
1.250.96
1.11.34
1.280.58
Treynor Ratio
16.0410.86
13.6916.11
18.388.25