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Invesco Bloomberg MVP Multi-factor ETF (BMVP)

NYSEArca - Nasdaq Real Time Price. Currency in USD
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43.97+0.28 (+0.64%)
At close: 12:08PM EDT

Risk Statistics

3 YearsBMVPCategory Average
5 YearsBMVPCategory Average
10 YearsBMVPCategory Average
Alpha
-4.52-4.61
-5.86-4.16
-4.36-3.92
BETA
1.010.99
1.031.07
1.021.07
Mean Annual Return
0.410.39
0.720.9
0.730.82
R-squared
88.8182.34
89.4484.55
87.8283.1
Standard Deviation
19.0119.31
20.1821.48
16.5718.01
Sharpe Ratio
0.090.08
0.320.4
0.440.47
Treynor Ratio
0.02-0.2
4.486.19
5.996.57