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Invesco PureBeta FTSE Emerging Markets ETF (PBEE)
Cboe US - Cboe US Real-time price. Currency in USD
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At close: 01:24PM EDT
Risk statistics
3 yearsPBEECategory average
5 yearsPBEECategory average
10 yearsPBEECategory average
Alpha
-2-5.08
-1.69-1.72
0-0.69
BETA
0.870.94
0.950.99
01
Mean annual return
0.46-0.28
0.160.39
00.36
R-squared
71.3277.13
80.2479.33
076.8
Standard deviation
17.5217.73
18.419.62
017.17
Sharpe ratio
0.23-0.35
0.020.13
00.16
Treynor ratio
3.05-8.01
-1.480.66
01.33
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