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Invesco S&P 500 High Dividend Low Volatility ETF (SPHD)

NYSEArca - NYSEArca Delayed Price. Currency in USD
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36.74-0.57 (-1.53%)
At close: 4:00PM EST

Risk Statistics

3 YearsSPHDCategory Average
5 YearsSPHDCategory Average
10 YearsSPHDCategory Average
Alpha
-12.340.43
-6.130.71
0-0.34
Beta
0.920.91
0.90.9
00.97
Mean Annual Return
-0.140.88
0.421.25
00.64
R-squared
77.5486.29
72.3684.94
088.42
Standard Deviation
18.6810.58
15.5310.81
015.87
Sharpe Ratio
-0.171
0.251.38
00.43
Treynor Ratio
-5.411.86
2.9117.48
05.97