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Invesco International Developed Dynamic Multifactor ETF (IMFL)

Cboe US - Cboe US Real-time price. Currency in USD
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25.64-0.03 (-0.10%)
At close: 03:29PM EDT

Risk statistics

3 yearsIMFLCategory average
5 yearsIMFLCategory average
10 yearsIMFLCategory average
Alpha
2.320.82
00.46
00.35
BETA
1.051.01
01
00.98
Mean annual return
0.320.21
00.58
00.44
R-squared
93.1392.68
093.39
092.45
Standard deviation
17.7617.15
018.19
015.36
Sharpe ratio
0.05-0.03
00.26
00.25
Treynor ratio
-0.7-1.92
03.24
02.76