PEZ - Invesco DWA Consumer Cyclicals Momentum ETF

NasdaqGS - NasdaqGS Delayed Price. Currency in USD

Risk Statistics

3 YearsPEZCategory Average
5 YearsPEZCategory Average
10 YearsPEZCategory Average
Alpha
-2.650.52
-0.24.97
3.333.29
Beta
1.240.99
0.990.96
0.990.95
Mean Annual Return
0.770.35
0.571.09
1.020.69
R-squared
66.3959.74
56.760.32
61.6161.92
Standard Deviation
17.2214.63
15.414.55
16.721.28
Sharpe Ratio
0.440.32
0.380.92
0.70.38
Treynor Ratio
5.23.61
4.8513.7
10.885.89