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Invesco S&P MidCap Value with Momentum ETF (XMVM)

NYSEArca - NYSEArca Delayed price. Currency in USD
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51.22-0.42 (-0.82%)
At close: 04:00PM EDT

Risk statistics

3 yearsXMVMCategory average
5 yearsXMVMCategory average
10 yearsXMVMCategory average
Alpha
-3.18-5.15
-3.03-4.48
-3.38-5.45
BETA
1.050.95
1.181.13
1.111.13
Mean annual return
0.660.44
1.331.15
0.920.77
R-squared
69.3366.16
74.2869.48
73.3367.78
Standard deviation
22.3620.86
24.9424.71
19.7421.04
Sharpe ratio
0.210.1
0.550.47
0.480.37
Treynor ratio
2.25-0.02
9.588.1
7.125.03