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Invesco S&P SmallCap Momentum ETF (XSMO)

NYSEArca - Nasdaq Real-time price. Currency in USD
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60.95-0.08 (-0.13%)
At close: 03:59PM EDT

Risk statistics

3 yearsXSMOCategory average
5 yearsXSMOCategory average
10 yearsXSMOCategory average
Alpha
-2.6-13.02
-2.54-6.13
-2.37-3.98
BETA
1.081.08
1.041.12
1.081.13
Mean annual return
0.6-0.27
1.010.79
0.960.87
R-squared
72.2873.65
74.6774.31
71.4171.41
Standard deviation
22.4222.32
22.3424.21
19.5820.58
Sharpe ratio
0.18-0.27
0.440.3
0.510.44
Treynor ratio
1.65-7.71
7.564.1
7.836.33