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Invesco S&P SmallCap Value with Momentum ETF (XSVM)

NYSEArca - Nasdaq Real Time Price. Currency in USD
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51.70-0.09 (-0.17%)
At close: 04:00PM EDT

Risk Statistics

3 YearsXSVMCategory Average
5 YearsXSVMCategory Average
10 YearsXSVMCategory Average
Alpha
-5.38-5.15
0.14-4.48
-2.62-5.45
BETA
1.060.95
1.231.13
1.191.13
Mean Annual Return
0.480.44
1.651.15
1.060.77
R-squared
67.0366.16
59.2469.48
57.8167.78
Standard Deviation
22.9820.86
29.0824.71
23.8921.04
Sharpe Ratio
0.110.1
0.60.47
0.470.37
Treynor Ratio
0-0.02
11.738.1
7.385.03