PSL - Invesco DWA Consumer Staples Momentum ETF

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsPSLCategory Average
5 YearsPSLCategory Average
10 YearsPSLCategory Average
Alpha
2.76.81
7.127.85
7.886.61
Beta
0.550.64
0.530.59
0.570.57
Mean Annual Return
0.70.77
0.881.07
1.140.83
R-squared
39.5144.58
34.642.87
50.362.69
Standard Deviation
9.4510.83
10.2610.52
10.7512.2
Sharpe Ratio
0.740.85
0.941.22
1.230.75
Treynor Ratio
12.5414.76
18.323.2
23.6615.63