PFI - PowerShares DWA Financial Momentum ETF

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsPFICategory Average
5 YearsPFICategory Average
10 YearsPFICategory Average
Alpha
0.971.97
3.644.98
1.16-3.71
Beta
0.690.95
0.831
0.871.12
Mean Annual Return
0.570.62
1.061.32
0.510.22
R-squared
38.4553.95
43.4262.06
68.6763.59
Standard Deviation
11.8315.01
12.4515.7
17.5724.13
Sharpe Ratio
0.540.51
11.04
0.330.07
Treynor Ratio
8.537.31
14.9416.68
4.99-1.13