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Invesco Russell 1000 Low Volatility Factor ETF (OVOL)
Cboe US - Cboe US Real-time price. Currency in USD
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27.31
-0.00
(-0.02%)
At close: 03:49PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
OVOL
Category average
5 years
OVOL
Category average
10 years
OVOL
Category average
Alpha
0
-1.1
0
-0.96
0
-1.2
BETA
0
0.95
0
0.98
0
0.99
Mean annual return
0
0.91
0
1.21
0
1.01
R-squared
0
93.93
0
95.16
0
95.05
Standard deviation
0
17.33
0
18.46
0
15.4
Sharpe ratio
0
0.46
0
0.67
0
0.69
Treynor ratio
0
7.21
0
11.73
0
10.12
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