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Invesco S&P SmallCap 600 Pure Value ETF (RZV)

NYSEArca - Nasdaq Real-time price. Currency in USD
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105.94-0.12 (-0.11%)
At close: 03:37PM EDT

Risk statistics

3 yearsRZVCategory average
5 yearsRZVCategory average
10 yearsRZVCategory average
Alpha
-1.95-4.15
-5.26-4.72
-8.08-5.55
BETA
1.110.95
1.471.14
1.431.13
Mean annual return
0.670.41
1.210.92
0.810.74
R-squared
58.5365.28
66.4870.3
62.1267.68
Standard deviation
25.5520.8
33.3125.08
27.6821
Sharpe ratio
0.20.09
0.370.36
0.30.35
Treynor ratio
1.75-0.21
4.85.43
3.174.72