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Invesco S&P SmallCap 600 Revenue ETF (RWJ)

NYSEArca - Nasdaq Real-time price. Currency in USD
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42.06-0.13 (-0.31%)
At close: 03:59PM EDT

Risk statistics

3 yearsRWJCategory average
5 yearsRWJCategory average
10 yearsRWJCategory average
Alpha
-4.98-4.15
-0.5-4.72
-4.12-5.55
BETA
1.070.95
1.291.14
1.31.13
Mean annual return
0.40.41
1.420.92
1.010.74
R-squared
66.2465.28
61.3670.3
61.967.68
Standard deviation
23.1720.8
30.3325.08
25.0821
Sharpe ratio
0.070.09
0.490.36
0.420.35
Treynor ratio
-0.84-0.21
8.675.43
6.134.72