PFI - Invesco DWA Financial Momentum ETF

NasdaqGS - NasdaqGS Real Time Price. Currency in USD

Risk Statistics

3 YearsPFICategory Average
5 YearsPFICategory Average
10 YearsPFICategory Average
Alpha
-0.391.97
-0.164.98
2.08-3.71
Beta
0.940.95
0.871
0.931.12
Mean Annual Return
0.560.62
0.441.32
0.850.22
R-squared
61.2653.95
57.2862.06
68.4563.59
Standard Deviation
14.9115.01
14.0215.7
15.1224.13
Sharpe Ratio
0.340.51
0.31.04
0.640.07
Treynor Ratio
4.317.31
3.7816.68
9.52-1.13