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Invesco Dorsey Wright Technology Momentum ETF (PTF)

NasdaqGM - NasdaqGM Delayed Price. Currency in USD
66.05-0.20 (-0.30%)
At close: 04:00PM EDT

Risk Statistics

3 YearsPTFCategory Average
5 YearsPTFCategory Average
10 YearsPTFCategory Average
Alpha
0.53-4.62
8.262.62
8.045.63
BETA
1.521.29
1.311.21
1.241.2
Mean Annual Return
1.040.5
2.051.49
1.681.45
R-squared
68.467.86
63.4669.95
57.6369.87
Standard Deviation
30.2826.16
28.5525.36
24.2221.54
Sharpe Ratio
0.290.1
0.780.62
0.760.74
Treynor Ratio
2.9-0.62
15.4211.28
13.6412.1