PEZ - PowerShares DWA Cnsmr Cyclicals Mom ETF

NasdaqGM - NasdaqGM Delayed Price. Currency in USD

Risk Statistics

3 YearsPEZCategory Average
5 YearsPEZCategory Average
10 YearsPEZCategory Average
Alpha
0.540.52
2.164.97
3.73.29
Beta
0.710.99
0.860.96
0.880.95
Mean Annual Return
0.540.35
0.961.09
0.690.69
R-squared
41.4159.74
47.8760.32
65.6361.92
Standard Deviation
11.7214.63
12.414.55
18.3521.28
Sharpe Ratio
0.520.32
0.910.92
0.430.38
Treynor Ratio
7.853.61
12.813.7
7.235.89