USLB - Invesco Russell 1000 Low Beta Equal Weight ETF

NasdaqGM - NasdaqGM Delayed Price. Currency in USD

Risk Statistics

3 YearsUSLBCategory Average
5 YearsUSLBCategory Average
10 YearsUSLBCategory Average
Alpha
-2.26-2.82
0-1.98
00.13
Beta
0.911.04
01.12
01.14
Mean Annual Return
0.720.73
01.31
00.78
R-squared
90.1682.23
084.92
088.73
Standard Deviation
11.1712.42
013.55
018.48
Sharpe Ratio
0.640.71
01.17
00.46
Treynor Ratio
7.558.09
014.25
06.18