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Invesco International Developed Dynamic Multifactor ETF (IMFL)

Cboe US - Cboe US Real Time Price. Currency in USD
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24.75+0.20 (+0.82%)
As of 11:16AM EDT. Market open.

Risk Statistics

3 YearsIMFLCategory Average
5 YearsIMFLCategory Average
10 YearsIMFLCategory Average
Alpha
2.221.3
00.76
00.54
BETA
1.051.01
01
00.98
Mean Annual Return
0.310.24
00.74
00.46
R-squared
93.0792.52
093.06
092.39
Standard Deviation
17.7417.24
018.07
015.42
Sharpe Ratio
0.03-0.02
00.37
00.26
Treynor Ratio
-1.02-1.7
05.28
03.01