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Invesco S&P 500 Revenue ETF (RWL)

NYSEArca - Nasdaq Real-time price. Currency in USD
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92.73+0.16 (+0.17%)
At close: 04:00PM EDT

Risk statistics

3 yearsRWLCategory average
5 yearsRWLCategory average
10 yearsRWLCategory average
Alpha
0.5-2.03
0.06-2.9
-0.99-2.89
BETA
0.880.83
0.960.94
0.980.95
Mean annual return
0.860.62
1.331.05
0.990.8
R-squared
89.3278.83
90.6982.68
91.9984.14
Standard deviation
16.6116.66
18.418.84
15.5515.78
Sharpe ratio
0.430.25
0.740.55
0.660.52
Treynor ratio
6.933.59
13.489.73
9.917.63