RPV - Invesco S&P 500 Pure Value ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsRPVCategory Average
5 YearsRPVCategory Average
10 YearsRPVCategory Average
Alpha
-7.930.43
-5.430.71
-1.87-0.34
Beta
1.20.91
1.190.9
1.210.97
Mean Annual Return
0.780.88
0.631.25
1.190.64
R-squared
84.1186.29
83.1884.94
84.9188.42
Standard Deviation
15.7810.58
15.5410.81
16.2715.87
Sharpe Ratio
0.481
0.421.38
0.840.43
Treynor Ratio
5.6111.86
4.6717.48
10.885.97