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Invesco Dorsey Wright Financial Momentum ETF (PFI)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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47.88+0.02 (+0.04%)
As of 04:00PM EDT. Market open.

Risk statistics

3 yearsPFICategory average
5 yearsPFICategory average
10 yearsPFICategory average
Alpha
-4.84-1.6
-1.46-1.82
-0.70.14
BETA
1.061.02
1.051.16
1.021.11
Mean annual return
0.070.33
0.80.84
0.70.83
R-squared
69.6358.22
73.4166.08
68.0861.55
Standard deviation
2122.83
21.8825.69
18.1921.34
Sharpe ratio
-0.110.07
0.340.33
0.380.41
Treynor ratio
-4.17-1.08
54.42
5.366