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Invesco Dorsey Wright Consumer Cyclicals Momentum ETF (PEZ)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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94.25+2.01 (+2.18%)
At close: 04:00PM EDT

Risk statistics

3 yearsPEZCategory average
5 yearsPEZCategory average
10 yearsPEZCategory average
Alpha
-2.38-5.59
-0.37-0.74
-0.040.92
BETA
1.281.29
1.451.33
1.331.24
Mean annual return
0.320.05
1.171.06
0.950.98
R-squared
70.173.01
74.8177.35
69.4274.04
Standard deviation
25.425.21
29.9327.25
23.6421.51
Sharpe ratio
0.03-0.08
0.40.39
0.420.48
Treynor ratio
-1.83-3.89
5.455.6
5.626.89