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Invesco Dorsey Wright Financial Momentum ETF (PFI)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
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47.63
+0.58
(+1.23%)
At close: 04:00PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
PFI
Category average
5 years
PFI
Category average
10 years
PFI
Category average
Alpha
-3.53
-0.44
-0.44
-1
-0.83
-0.11
BETA
1.06
0.99
1.05
1.16
1.01
1.11
Mean annual return
0.4
0.63
1
1.04
0.72
0.85
R-squared
69.63
55.82
73.08
65.63
67.38
61.07
Standard deviation
20.98
23.37
21.79
25.73
18.12
21.26
Sharpe ratio
0.09
0.24
0.45
0.42
0.4
0.43
Treynor ratio
-0.19
2.72
7.55
6.71
5.71
6.28
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