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Invesco S&P MidCap 400 Pure Value ETF (RFV)

NYSEArca - NYSEArca Delayed price. Currency in USD
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111.84+0.46 (+0.41%)
At close: 03:59PM EDT

Risk statistics

3 yearsRFVCategory average
5 yearsRFVCategory average
10 yearsRFVCategory average
Alpha
0.67-4.09
-2.69-4.7
-4.65-5.71
BETA
1.080.94
1.391.14
1.371.13
Mean annual return
1.160.64
1.541.09
1.10.77
R-squared
63.0964.22
71.970.2
70.2667.26
Standard deviation
23.9320.52
30.1625.07
24.8320.92
Sharpe ratio
0.460.24
0.540.43
0.470.37
Treynor ratio
8.153.21
9.027.14
6.615.13