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Invesco S&P MidCap Low Volatility ETF (XMLV)

NYSEArca - NYSEArca Delayed price. Currency in USD
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56.93+0.01 (+0.02%)
At close: 03:59PM EDT

Risk statistics

3 yearsXMLVCategory average
5 yearsXMLVCategory average
10 yearsXMLVCategory average
Alpha
-4.46-4.61
-6.96-4.16
-1.31-3.92
BETA
0.780.99
0.81.07
0.781.07
Mean annual return
0.290.39
0.40.9
0.760.82
R-squared
76.6682.34
78.0584.55
71.883.1
Standard deviation
15.6419.31
16.6421.48
13.9718.01
Sharpe ratio
0.020.08
0.150.4
0.540.47
Treynor ratio
-1.04-0.2
1.516.19
8.826.57