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Invesco Dorsey Wright Consumer Cyclicals Momentum ETF (PEZ)
NasdaqGM - NasdaqGM Real-time price. Currency in USD
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As of 09:50AM EDT. Market open.
Risk statistics
3 yearsPEZCategory average
5 yearsPEZCategory average
10 yearsPEZCategory average
Alpha
-1.07-5.56
-0.21-1.14
0.030.76
BETA
1.291.28
1.461.33
1.331.24
Mean annual return
0.520.14
1.431.24
0.980.98
R-squared
70.673.14
74.4576.61
69.5173.85
Standard deviation
25.7525.23
29.7726.93
23.7121.52
Sharpe ratio
0.12-0.04
0.50.48
0.430.48
Treynor ratio
-0.13-3.24
7.797.46
5.836.91
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