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Invesco DWA Industrials Momentum ETF (PRN)

NasdaqGS - NasdaqGS Real Time Price. Currency in USD
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103.59+1.40 (+1.37%)
At close: 4:00PM EDT

Risk Statistics

3 YearsPRNCategory Average
5 YearsPRNCategory Average
10 YearsPRNCategory Average
Alpha
6.442.18
3.344.61
3.133.86
Beta
1.10.98
1.090.94
1.091.01
Mean Annual Return
1.830.49
1.551.04
1.150.76
R-squared
79.9367.62
74.4564.78
73.2877.78
Standard Deviation
22.1713.53
18.4113.57
17.9819.53
Sharpe Ratio
0.920.46
0.950.96
0.730.43
Treynor Ratio
18.185.69
15.7413.86
11.246.66