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Invesco PureBeta FTSE Developed ex-North America ETF (PBDM)
Cboe US - Cboe US Real-time price. Currency in USD
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At close: 01:56PM EDT
Risk statistics
3 yearsPBDMCategory average
5 yearsPBDMCategory average
10 yearsPBDMCategory average
Alpha
0.850.92
0.830.49
00.43
BETA
1.081.01
1.041
00.99
Mean annual return
0.820.22
0.380.62
00.44
R-squared
96.6492.26
97.2692.81
092.3
Standard deviation
18.7517.26
18.3217.96
015.42
Sharpe ratio
0.45-0.04
0.160.28
00.24
Treynor ratio
6.47-2.06
1.323.66
02.65
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