Singapore markets closed

Invesco S&P International Developed Momentum ETF (IDMO)

NYSEArca - NYSEArca Delayed price. Currency in USD
Add to watchlist
39.92-0.01 (-0.03%)
At close: 04:00PM EDT

Risk statistics

3 yearsIDMOCategory average
5 yearsIDMOCategory average
10 yearsIDMOCategory average
Alpha
9.7-1.37
7.151.42
1.851.62
BETA
0.911.13
0.841.02
0.990.99
Mean annual return
1.080.16
1.140.74
0.590.57
R-squared
80.885.05
82.3484.22
78.884.12
Standard deviation
16.6420.13
16.3919.57
16.7716.24
Sharpe ratio
0.6-0.04
0.710.35
0.340.33
Treynor ratio
10.12-2.36
12.935.11
4.434.32