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Invesco Russell 1000 Dynamic Multifactor ETF (OMFL)
Cboe US - Cboe US Delayed price. Currency in USD
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52.24
-0.10
(-0.18%)
At close: 04:00PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
OMFL
Category average
5 years
OMFL
Category average
10 years
OMFL
Category average
Alpha
-2.54
-1.52
0.23
-1.12
0
-1.2
BETA
0.98
0.95
1.01
0.98
0
0.99
Mean annual return
0.67
0.74
1.4
1.25
0
0.99
R-squared
85.81
93.99
82.18
95.11
0
95.1
Standard deviation
18.82
17.52
20.32
18.32
0
15.51
Sharpe ratio
0.26
0.32
0.72
0.7
0
0.67
Treynor ratio
3.3
4.49
13.44
12.18
0
9.75
Data disclaimer
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