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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

Risk statistics

3 yearsOVOLCategory average
5 yearsOVOLCategory average
10 yearsOVOLCategory average
Alpha
0-1.1
0-0.96
0-1.2
BETA
00.95
00.98
00.99
Mean annual return
00.91
01.21
01.01
R-squared
093.93
095.16
095.05
Standard deviation
017.33
018.46
015.4
Sharpe ratio
00.46
00.67
00.69
Treynor ratio
07.21
011.73
010.12