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Invesco Russell 1000 Low Beta Eq Wt ETF (USLB)
NasdaqGM - NasdaqGM Real-time price. Currency in USD
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35.72
+0.05
(+0.14%)
At close: 03:59PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
USLB
Category average
5 years
USLB
Category average
10 years
USLB
Category average
Alpha
-2.63
-4.28
-4.65
-3.96
0
-3.98
BETA
0.84
0.99
0.91
1.06
0
1.07
Mean annual return
1.13
0.67
0.56
1.06
0
0.86
R-squared
81.25
82.24
86.32
84.27
0
82.81
Standard deviation
17.92
19.14
18.23
21.31
0
17.9
Sharpe ratio
0.69
0.27
0.29
0.5
0
0.5
Treynor ratio
13.65
3.6
4.05
8.26
0
7.09
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