UK markets closed

Invesco S&P 500 Minimum Variance ETF (SPMV)

Cboe US - Cboe US Real-time price. Currency in USD
Add to watchlist
42.76-0.27 (-0.62%)
As of 01:12PM EDT. Market open.

Risk statistics

3 yearsSPMVCategory average
5 yearsSPMVCategory average
10 yearsSPMVCategory average
Alpha
-1.14-1.27
-1.89-1.02
0-1.16
BETA
0.80.96
0.820.98
00.99
Mean annual return
0.580.65
0.851.07
00.97
R-squared
89.4593.97
91.6195.24
095.13
Standard deviation
14.8517.4
15.8918.57
015.48
Sharpe ratio
0.260.27
0.50.58
00.66
Treynor ratio
3.63.46
8.579.77
09.57