RWL - Invesco S&P 500 Revenue ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsRWLCategory Average
5 YearsRWLCategory Average
10 YearsRWLCategory Average
Alpha
-2.90.43
-1.890.71
-0.78-0.34
Beta
1.060.91
1.020.9
1.040.97
Mean Annual Return
0.990.88
0.771.25
1.20.64
R-squared
94.7386.29
95.3384.94
96.7488.42
Standard Deviation
13.2410.58
12.5310.81
13.4915.87
Sharpe Ratio
0.791
0.661.38
1.030.43
Treynor Ratio
9.5911.86
7.7317.48
13.325.97