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Invesco S&P 500 High Beta ETF (SPHB)

NYSEArca - Nasdaq Real Time Price. Currency in USD
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72.10-0.81 (-1.11%)
At close: 4:00PM EDT

Risk Statistics

3 YearsSPHBCategory Average
5 YearsSPHBCategory Average
10 YearsSPHBCategory Average
Alpha
-3.4-0.65
-2.49-0.48
-7.310.15
Beta
1.610.98
1.581
1.611
Mean Annual Return
2.20.86
2.041.28
1.350.69
R-squared
81.8394.06
78.3995.34
79.7896.99
Standard Deviation
33.0510.9
26.7311.38
24.5415.42
Sharpe Ratio
0.760.94
0.871.34
0.640.48
Treynor Ratio
13.5710.38
13.8415.73
8.346.54