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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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53.55-0.51 (-0.95%)
At close: 03:29PM EDT

Risk statistics

3 yearsSPVMCategory average
5 yearsSPVMCategory average
10 yearsSPVMCategory average
Alpha
-2.15-2.03
-4.25-2.9
-2.88-2.89
BETA
0.830.83
1.020.94
10.95
Mean annual return
0.610.62
1.041.05
0.860.8
R-squared
67.0278.83
74.5382.68
77.384.14
Standard deviation
1816.66
21.5918.84
17.3115.78
Sharpe ratio
0.230.25
0.470.55
0.50.52
Treynor ratio
3.123.59
8.129.73
7.537.63