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Invesco Russell 2000 Dynamic Multifactor ETF (OMFS)

Cboe US - Cboe US Delayed price. Currency in USD
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37.19+0.11 (+0.30%)
At close: 04:00PM EDT

Risk statistics

3 yearsOMFSCategory average
5 yearsOMFSCategory average
10 yearsOMFSCategory average
Alpha
-9.88-7.09
-5.63-5.87
0-5.28
BETA
0.981
1.11.12
01.12
Mean annual return
-0.060.19
0.810.81
00.75
R-squared
70.2574.82
69.2577.85
074.56
Standard deviation
20.5620.44
24.3323.47
019.83
Sharpe ratio
-0.18-0.04
0.310.32
00.38
Treynor ratio
-5.95-2.88
4.374.44
05.14