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Invesco S&P MidCap 400 Revenue ETF (RWK)

122.19 +2.17 (+1.80%)
At close: November 21 at 3:48 PM EST

ETF Summary

The fund generally will invest at least 90% of its total assets in the securities that comprise the index. The index is designed to measure the performance of positive revenue-producing constituent securities of the S&P MidCap 400 ? Index (the “Parent index”). The Parent index is comprised of common stocks of approximately 400 mid-capitalization companies that generally represent the mid-cap universe of the U.S. equity market.

Risk Overview

Performance & Risk

YTD Return 15.26%
5y Average Return 15.33%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.13
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
RWKCategory AverageRWKCategory AverageRWKCategory Average
Alpha 0.35 -1.74 -2.13 -4.24 -3.85 -4.4
BETA 1.13 0.94 1.25 1.06 1.25 1.05
Mean Annual Return 0.94 0.67 1.43 1.03 1.04 0.81
R-squared 75.98 71.64 78.62 75.4 78.61 76.59
Standard Deviation 22.16 19.12 25.5 21.96 21.5 18.33
Sharpe Ratio 0.34 0.22 0.58 0.45 0.5 0.43
Treynor Ratio 4.73 2.64 9.83 7.51 7.12 6.21

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