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U.S. Markets closed
S&P Futures
5,912.25
+6.25
(+0.11%)
Dow Futures
43,567.00
+49.00
(+0.11%)
Nasdaq Futures
20,509.50
+26.00
(+0.13%)
Russell 2000 Futures
2,296.10
+4.90
(+0.21%)
Crude Oil
69.29
+0.07
(+0.10%)
Gold
2,743.80
+13.80
(+0.51%)
Invesco Dorsey Wright Technology Momentum ETF (PTF)
NasdaqGM - NasdaqGM Delayed Price. Currency in USD
Follow
Visitors trend
2W
10W
9M
66.05
-0.20
(-0.30%)
At close: 04:00PM EDT
Summary
Chart
Conversations
Historical Data
Profile
Options
Holdings
Performance
Risk
Risk Statistics
3 Years
PTF
Category Average
5 Years
PTF
Category Average
10 Years
PTF
Category Average
Alpha
0.53
-4.62
8.26
2.62
8.04
5.63
BETA
1.52
1.29
1.31
1.21
1.24
1.2
Mean Annual Return
1.04
0.5
2.05
1.49
1.68
1.45
R-squared
68.4
67.86
63.46
69.95
57.63
69.87
Standard Deviation
30.28
26.16
28.55
25.36
24.22
21.54
Sharpe Ratio
0.29
0.1
0.78
0.62
0.76
0.74
Treynor Ratio
2.9
-0.62
15.42
11.28
13.64
12.1
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