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Invesco S&P 500 High Beta ETF (SPHB)
NYSEArca - Nasdaq Real-time price. Currency in USD
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83.18
+0.39
(+0.47%)
At close: 04:00PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
SPHB
Category average
5 years
SPHB
Category average
10 years
SPHB
Category average
Alpha
-3.24
-4.61
-1.53
-4.16
-4.11
-3.92
BETA
1.37
0.99
1.51
1.07
1.49
1.07
Mean annual return
0.7
0.39
1.56
0.9
1.2
0.82
R-squared
78.76
82.34
79.43
84.55
78.35
83.1
Standard deviation
27.23
19.31
31.35
21.48
25.6
18.01
Sharpe ratio
0.2
0.08
0.53
0.4
0.5
0.47
Treynor ratio
1.32
-0.2
8.34
6.19
6.83
6.57
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