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Invesco Global Low Volatility Eq Yld R5 (GNDIX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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Risk overview
Morningstar risk rating★★★
Number of years up13
Number of years down6
Best 1-yr total return (27 Jun 2024)29.99%
Worst 1-yr total return (27 Jun 2024)N/A
Risk statistics
3 years
GNDIXCategory average5 years
GNDIXCategory average10 years
GNDIXCategory averageAlpha
-4.46-0.05
-5.76-0.05
-6.59-0.04
BETA
0.610.01
0.70.01
0.710.01
Mean annual return
0.280.01
0.530.01
0.270.01
R-squared
77.290.88
79.290.83
75.250.8
Standard deviation
12.50.15
14.330.12
12.530.12
Sharpe ratio
0.010.01
0.290.01
0.130.01
Treynor ratio
-1.060.1
4.590.1
1.230.09
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