Singapore markets closed

Invesco FTSE RAFI Developed Markets ex-U.S. ETF (PXF)

NYSEArca - Nasdaq Real-time price. Currency in USD
Add to watchlist
48.76-0.49 (-0.99%)
At close: 03:59PM EDT

Risk statistics

3 yearsPXFCategory average
5 yearsPXFCategory average
10 yearsPXFCategory average
Alpha
4.733.57
2.181.17
0.56-0.23
BETA
1.020.97
1.11.03
1.081.02
Mean annual return
0.520.43
0.90.79
0.490.41
R-squared
91.4588.17
92.489.38
92.9689.14
Standard deviation
17.4816.93
19.8419.05
16.7716.21
Sharpe ratio
0.180.12
0.430.38
0.260.21
Treynor ratio
1.570.73
6.45.53
2.812.06