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Invesco Dorsey Wright Developed Markets Momentum ETF (PIZ)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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33.59-0.06 (-0.18%)
As of 04:00PM EDT. Market open.

Risk statistics

3 yearsPIZCategory average
5 yearsPIZCategory average
10 yearsPIZCategory average
Alpha
1.37-1.37
1.861.42
0.181.62
BETA
1.181.13
1.041.02
0.990.99
Mean annual return
0.390.16
0.780.74
0.450.57
R-squared
78.8285.05
79.2184.22
76.6184.12
Standard deviation
21.7920.13
20.5319.57
16.9416.24
Sharpe ratio
0.08-0.04
0.350.35
0.230.33
Treynor ratio
-0.56-2.36
5.165.11
2.64.32