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Invesco S&P 500 High Dividend Low Volatility ETF (SPHD)

NYSEArca - NYSEArca Delayed price. Currency in USD
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45.43+0.09 (+0.20%)
At close: 04:00PM EDT
45.10 -0.33 (-0.73%)
After hours: 07:57PM EDT

Risk statistics

3 yearsSPHDCategory average
5 yearsSPHDCategory average
10 yearsSPHDCategory average
Alpha
-2.9-1.05
-6.16-2.79
-2.23-2.8
BETA
0.720.83
0.880.94
0.830.95
Mean annual return
0.390.6
0.550.89
0.730.79
R-squared
61.3978.41
70.6183.21
67.684.19
Standard deviation
16.1416.63
19.3419.14
15.3815.77
Sharpe ratio
0.10.25
0.230.44
0.470.51
Treynor ratio
0.463.52
2.917.4
7.587.51