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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

Risk statistics

3 yearsPFICategory average
5 yearsPFICategory average
10 yearsPFICategory average
Alpha
-3.53-0.44
-0.44-1
-0.83-0.11
BETA
1.060.99
1.051.16
1.011.11
Mean annual return
0.40.63
11.04
0.720.85
R-squared
69.6355.82
73.0865.63
67.3861.07
Standard deviation
20.9823.37
21.7925.73
18.1221.26
Sharpe ratio
0.090.24
0.450.42
0.40.43
Treynor ratio
-0.192.72
7.556.71
5.716.28