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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
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
PEZ
Category average
5 years
PEZ
Category average
10 years
PEZ
Category average
Alpha
-2.38
-5.59
-0.37
-0.74
-0.04
0.92
BETA
1.28
1.29
1.45
1.33
1.33
1.24
Mean annual return
0.32
0.05
1.17
1.06
0.95
0.98
R-squared
70.1
73.01
74.81
77.35
69.42
74.04
Standard deviation
25.4
25.21
29.93
27.25
23.64
21.51
Sharpe ratio
0.03
-0.08
0.4
0.39
0.42
0.48
Treynor ratio
-1.83
-3.89
5.45
5.6
5.62
6.89
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