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Invesco Defensive Equity ETF (DEF)
NYSEArca - Nasdaq Real-time price. Currency in USD
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67.84
+0.35
(+0.52%)
At close: 03:59PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
DEF
Category average
5 years
DEF
Category average
10 years
DEF
Category average
Alpha
-1.24
-1.27
-1.38
-1.02
-0.75
-1.16
BETA
0.81
0.96
0.85
0.98
0.82
0.99
Mean annual return
0.91
0.65
0.85
1.07
0.85
0.97
R-squared
84.78
93.97
88.96
95.24
82.97
95.13
Standard deviation
15.89
17.4
16.9
18.57
13.36
15.48
Sharpe ratio
0.58
0.27
0.5
0.58
0.68
0.66
Treynor ratio
10.29
3.46
8.71
9.77
10.46
9.57
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