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Invesco Dorsey Wright Energy Momentum ETF (PXI)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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48.43+0.33 (+0.69%)
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