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

NYSEArca - NYSEArca Delayed Price. Currency in USD
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91.94+1.45 (+1.60%)
At close: 3:28PM EDT

Risk statistics

3 yearsRFVCategory average
5 yearsRFVCategory average
10 yearsRFVCategory average
Alpha
-13.93-3.76
-10.48-2.04
-7.69-1.48
Beta
1.681.06
1.631.12
1.481.26
Mean annual return
1.410.49
1.451.07
1.160.67
R-squared
81.7863.24
77.1969.4
75.7479.68
Standard deviation
34.3414.31
27.8913.86
23.0821.69
Sharpe ratio
0.460.42
0.580.92
0.580.33
Treynor ratio
6.094.82
7.9811.2
7.583.99