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
-3.08-2.82
0-1.98
00.13
Beta
0.941.04
01.12
01.14
Mean Annual Return
0.790.73
01.31
00.78
R-squared
89.5782.23
084.92
088.73
Standard Deviation
10.6112.42
013.55
018.48
Sharpe Ratio
0.770.71
01.17
00.46
Treynor Ratio
8.528.09
014.25
06.18