QQQ - Invesco QQQ Trust

NasdaqGM - NasdaqGM Real-time price. Currency in USD

Risk statistics

3 yearsQQQCategory average
5 yearsQQQCategory average
10 yearsQQQCategory average
Alpha
0.5-0.19
4.22-0.12
4.461.99
BETA
1.21.05
1.111.05
1.111.04
Mean annual return
1.390.97
1.461.38
1.520.88
R-squared
84.0389.09
85.8190.29
83.6791.36
Standard deviation
23.4612.1
22.2712.36
18.0816.71
Sharpe ratio
0.650.96
0.721.34
0.950.58
Treynor ratio
11.2810.86
13.1916.11
15.28.25