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Invesco S&P 500 BuyWrite ETF (PBP)

Cboe US - Cboe US Real-time price. Currency in USD
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21.98-0.05 (-0.22%)
At close: 03:51PM EDT

Risk statistics

3 yearsPBPCategory average
5 yearsPBPCategory average
10 yearsPBPCategory average
Alpha
-1.72-1.85
-4.43-3.35
-2.86-3.18
BETA
0.510.68
0.620.75
0.60.72
Mean annual return
0.510.63
0.510.75
0.480.57
R-squared
78.2980.32
78.7883.58
77.1381.5
Standard deviation
10.2113.28
12.7215.06
10.2812.04
Sharpe ratio
0.310.36
0.310.45
0.410.45
Treynor ratio
5.386.1
5.287.93
6.426.7