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Invesco Dorsey Wright Developed Markets Momentum ETF (PIZ)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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35.08-0.03 (-0.09%)
At close: 04:00PM EDT

Risk statistics

3 yearsPIZCategory average
5 yearsPIZCategory average
10 yearsPIZCategory average
Alpha
0.05-2.37
1.450.8
0.321.48
BETA
1.171.13
1.041.02
0.991
Mean annual return
0.12-0.08
0.670.61
0.440.54
R-squared
78.9384.68
79.2383.84
76.9484.01
Standard deviation
21.5820.17
20.5719.64
16.9616.35
Sharpe ratio
-0.08-0.18
0.290.27
0.220.3
Treynor ratio
-3.4-4.96
3.743.44
2.383.78