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Invesco Dorsey Wright Emerging Markets Momentum ETF (PIE)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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21.52+0.01 (+0.05%)
At close: 04:00PM EDT

Risk statistics

3 yearsPIECategory average
5 yearsPIECategory average
10 yearsPIECategory average
Alpha
-3.72-5.08
2.02-1.72
0.32-0.69
BETA
0.980.94
0.990.99
0.951
Mean annual return
-0.17-0.28
0.70.39
0.430.36
R-squared
67.477.13
71.6279.33
69.0576.8
Standard deviation
19.5917.73
20.5519.62
17.1617.17
Sharpe ratio
-0.26-0.35
0.30.13
0.210.16
Treynor ratio
-7.1-8.01
4.340.66
2.31.33