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Invesco S&P 500 Value with Momentum ETF (SPVM)

NYSEArca - Nasdaq Real-time price. Currency in USD
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55.34+0.29 (+0.53%)
At close: 03:55PM EDT

Risk statistics

3 yearsSPVMCategory average
5 yearsSPVMCategory average
10 yearsSPVMCategory average
Alpha
-1.26-1.05
-3.83-2.79
-2.95-2.8
BETA
0.830.83
1.020.94
10.95
Mean annual return
0.580.6
0.880.89
0.830.79
R-squared
66.3378.41
74.9783.21
77.1984.19
Standard deviation
17.9516.63
21.7719.14
17.2915.77
Sharpe ratio
0.220.25
0.380.44
0.490.51
Treynor ratio
2.933.52
6.117.4
7.237.51