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Invesco International Developed Dynamic Multifactor ETF (IMFL)
Cboe US - Cboe US Real-time price. Currency in USD
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25.78
+0.14
(+0.53%)
At close: 03:59PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
IMFL
Category average
5 years
IMFL
Category average
10 years
IMFL
Category average
Alpha
2.32
0.82
0
0.46
0
0.35
BETA
1.05
1.01
0
1
0
0.98
Mean annual return
0.32
0.21
0
0.58
0
0.44
R-squared
93.13
92.68
0
93.39
0
92.45
Standard deviation
17.76
17.15
0
18.19
0
15.36
Sharpe ratio
0.05
-0.03
0
0.26
0
0.25
Treynor ratio
-0.7
-1.92
0
3.24
0
2.76
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