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Straits Times Index
3,307.86
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Invesco Dorsey Wright Emerging Markets Momentum ETF (PIE)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
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21.70
+0.18
(+0.84%)
At close: 04:00PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
PIE
Category average
5 years
PIE
Category average
10 years
PIE
Category average
Alpha
-3.72
-5.08
2.02
-1.72
0.32
-0.69
BETA
0.98
0.94
0.99
0.99
0.95
1
Mean annual return
-0.17
-0.28
0.7
0.39
0.43
0.36
R-squared
67.4
77.13
71.62
79.33
69.05
76.8
Standard deviation
19.59
17.73
20.55
19.62
17.16
17.17
Sharpe ratio
-0.26
-0.35
0.3
0.13
0.21
0.16
Treynor ratio
-7.1
-8.01
4.34
0.66
2.3
1.33
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