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Invesco Dorsey Wright Energy Momentum ETF (PXI)

NasdaqGM - NasdaqGM Real-time price. Currency in USD

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46.85

-0.87

(-1.82%)

At close: 04:00PM EDT

Risk statistics

3 yearsPXICategory average

5 yearsPXICategory average

10 yearsPXICategory average

Alpha

23.8216.94

3.40.42

-6.73-8.82

BETA

0.790.83

1.691.55

1.631.55

Mean annual return

2.572.02

1.851.48

0.640.41

R-squared

14.0221.35

39.7743.29

37.8441.92

Standard deviation

34.831.21

47.5342.11

38.9135.51

Sharpe ratio

0.80.71

0.420.38

0.160.12

Treynor ratio

31.6427.19

5.294.82

-0.93-1.41