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Invesco DWA Energy Momentum ETF (PXI)

NasdaqGM - NasdaqGM Real-time price. Currency in USD
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45.94-0.27 (-0.58%)
As of 09:47AM EDT. Market open.

Risk statistics

3 yearsPXICategory average
5 yearsPXICategory average
10 yearsPXICategory average
Alpha
9.349.32
3.661.38
-8.63-9.66
BETA
0.890.87
1.621.45
1.581.47
Mean annual return
1.491.48
1.951.6
0.530.36
R-squared
22.4725.37
36.5440.46
36.3940.92
Standard deviation
30.8129.12
46.5639.86
38.734.23
Sharpe ratio
0.460.51
0.450.42
0.120.09
Treynor ratio
11.5415.53
6.446.45
-1.9-1.85