XMVM - Invesco S&P MidCap Value with Momentum ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsXMVMCategory Average
5 YearsXMVMCategory Average
10 YearsXMVMCategory Average
Alpha
-8.070.32
-3.890.8
-2.180.03
Beta
0.930.91
0.951.01
1.031.08
Mean Annual Return
0.450.87
0.661.4
1.010.73
R-squared
68.0474.4
69.1881.53
79.7483.5
Standard Deviation
13.6711.38
13.5212.37
14.2818.05
Sharpe Ratio
0.270.93
0.51.37
0.810.44
Treynor Ratio
3.0611.88
6.4917.57
10.796.04