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Invesco S&P 500 High Beta ETF (SPHB)

91.61 +1.93 (+2.15%)
At close: November 21 at 4:00 PM EST
92.26 +0.65 (+0.71%)
After hours: November 21 at 6:14 PM EST

ETF Summary

The fund generally will invest at least 90% of its total assets in the securities that comprise the underlying index. Strictly in accordance with its guidelines and mandated procedures, S&P Dow Jones Indices LLC compiles, maintains and calculates the index, which is designed to measure the performance of the 100 constituents of the S&P 500? Index that have the highest sensitivity to market returns, or “beta,” over the past 12 months as determined by the index provider.

Risk Overview

Performance & Risk

YTD Return 9.60%
5y Average Return 17.11%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.41
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
SPHBCategory AverageSPHBCategory AverageSPHBCategory Average
Alpha -5.21 -3.95 -2.05 -4.22 -4.98 -3.86
BETA 1.41 0.99 1.48 1.06 1.48 1.06
Mean Annual Return 0.63 0.52 1.7 1.04 1.17 0.86
R-squared 80.78 78.87 77.1 81.97 77.38 81.66
Standard Deviation 26.82 19.18 30.46 21.1 25.54 17.94
Sharpe Ratio 0.13 0.12 0.58 0.47 0.48 0.48
Treynor Ratio 0.1 0.54 9.73 7.75 6.46 6.88

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