SPLV - Invesco S&P 500 Low Volatility ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsSPLVCategory Average
5 YearsSPLVCategory Average
10 YearsSPLVCategory Average
Alpha
4.96-0.65
5.53-0.48
00.15
Beta
0.610.98
0.621
01
Mean Annual Return
1.150.86
1.071.28
00.69
R-squared
68.2594.06
62.9995.34
096.99
Standard Deviation
9.0210.9
9.3711.38
015.42
Sharpe Ratio
1.350.94
1.261.34
00.48
Treynor Ratio
20.610.38
19.3615.73
06.54