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Invesco Dorsey Wright Technology Momentum ETF (PTF)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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56.47+0.10 (+0.18%)
At close: 04:00PM EDT
56.37 -0.11 (-0.19%)
After hours: 04:03PM EDT

Risk statistics

3 yearsPTFCategory average
5 yearsPTFCategory average
10 yearsPTFCategory average
Alpha
1.81-3.37
7.692.53
8.316.48
BETA
1.511.28
1.261.22
1.251.2
Mean annual return
0.720.24
1.711.25
1.61.41
R-squared
67.9868.72
58.972.22
58.1171.09
Standard deviation
30.3926.01
29.3225.82
24.3321.26
Sharpe ratio
0.180
0.630.51
0.730.74
Treynor ratio
0.71-2.45
12.198.52
12.7811.94