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Invesco S&P Intl Dev Hi Div Low Vol ETF (IDHD)

Cboe US - Cboe US Real-time price. Currency in USD
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22.96-0.17 (-0.71%)
At close: 04:00PM EDT

Risk statistics

3 yearsIDHDCategory average
5 yearsIDHDCategory average
10 yearsIDHDCategory average
Alpha
-1.063.26
-1.320.76
0-0.47
BETA
0.780.97
0.831.03
01.02
Mean annual return
0.760.41
0.180.61
00.38
R-squared
88.8288.32
88.8689.6
089.13
Standard deviation
14.3416.89
15.2319.22
016.17
Sharpe ratio
0.550.12
0.050.27
00.19
Treynor ratio
9.250.66
-0.573.38
01.77