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

NYSEArca - NYSEArca Delayed price. Currency in USD
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115.50+0.00 (+0.00%)
At close: 03:47PM EDT

Risk statistics

3 yearsRFVCategory average
5 yearsRFVCategory average
10 yearsRFVCategory average
Alpha
0.1-4.15
-3.04-4.72
-4.7-5.55
BETA
1.110.95
1.41.14
1.381.13
Mean annual return
0.840.41
1.320.92
1.040.74
R-squared
64.1965.28
72.2870.3
70.6367.68
Standard deviation
24.3820.8
30.3725.08
24.9721
Sharpe ratio
0.290.09
0.450.36
0.440.35
Treynor ratio
3.97-0.21
6.835.43
5.984.72