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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
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
SPHD
Category average
5 years
SPHD
Category average
10 years
SPHD
Category average
Alpha
-2.9
-1.05
-6.16
-2.79
-2.23
-2.8
BETA
0.72
0.83
0.88
0.94
0.83
0.95
Mean annual return
0.39
0.6
0.55
0.89
0.73
0.79
R-squared
61.39
78.41
70.61
83.21
67.6
84.19
Standard deviation
16.14
16.63
19.34
19.14
15.38
15.77
Sharpe ratio
0.1
0.25
0.23
0.44
0.47
0.51
Treynor ratio
0.46
3.52
2.91
7.4
7.58
7.51
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