QQQ - Invesco QQQ Trust

NasdaqGM - NasdaqGM Real-time price. Currency in USD

Risk statistics

3 yearsQQQCategory average
5 yearsQQQCategory average
10 yearsQQQCategory average
Alpha
-1.88-0.19
3.3-0.12
3.781.99
BETA
1.211.05
1.111.05
1.121.04
Mean annual return
1.350.97
1.431.38
1.480.88
R-squared
87.2889.09
87.4190.29
8591.36
Standard deviation
23.3412.1
22.1712.36
17.9816.71
Sharpe ratio
0.640.96
0.71.34
0.940.58
Treynor ratio
10.8810.86
12.7716.11
14.778.25