WMCR - Invesco Wilshire Micro-Cap ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsWMCRCategory Average
5 YearsWMCRCategory Average
10 YearsWMCRCategory Average
Alpha
-1.76-4.11
-5.21-2.26
-4.18-1.12
Beta
1.11.06
1.031.1
1.21.21
Mean Annual Return
1.110.46
0.511.04
1.140.67
R-squared
55.6563.81
52.2369.4
72.3682.9
Standard Deviation
16.5114.26
1613.72
18.8820.3
Sharpe Ratio
0.730.38
0.340.9
0.70.36
Treynor Ratio
10.444.28
4.1410.96
10.114.39