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Invesco Russell 2000 Dynamic Multifactor ETF (OMFS)

Cboe US - Cboe US Real Time Price. Currency in USD
40.25-0.44 (-1.08%)
At close: 04:00PM EDT

Risk Statistics

3 YearsOMFSCategory Average
5 YearsOMFSCategory Average
10 YearsOMFSCategory Average
Alpha
-9.17-6.47
-5.85-5.57
0-4.76
BETA
11.01
1.11.11
01.1
Mean Annual Return
0.30.54
11.04
00.86
R-squared
68.7170.39
66.4973.83
072.34
Standard Deviation
21.1121.09
24.1623.21
019.79
Sharpe Ratio
-0.010.13
0.40.43
00.43
Treynor Ratio
-2.350.54
6.467.01
06.24