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Invesco Multi-Factor Defensive Core Fixed Income ETF (IMFD)
Cboe US - Cboe US Real-time price. Currency in USD
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At close: 10:30AM EDT
Risk statistics
3 yearsIMFDCategory average
5 yearsIMFDCategory average
10 yearsIMFDCategory average
Alpha
0-0.2
0-0.04
0-0.11
BETA
00.97
00.98
00.97
Mean annual return
0-0.28
00
00.1
R-squared
097.4
094.03
093.32
Standard deviation
07.24
06.29
04.86
Sharpe ratio
0-0.9
0-0.34
0-0.07
Treynor ratio
0-6.93
0-2.44
0-0.46
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