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Invesco Dorsey Wright Energy Momentum ETF (PXI)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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48.12+0.86 (+1.82%)
At close: 04:00PM EDT

Risk statistics

3 yearsPXICategory average
5 yearsPXICategory average
10 yearsPXICategory average
Alpha
25.2518.4
5.352.06
-6.65-8.76
BETA
0.840.87
1.691.55
1.621.54
Mean annual return
2.531.97
1.821.44
0.580.36
R-squared
15.5422.76
40.1643.49
37.8141.83
Standard deviation
34.8631.27
47.5642.15
38.935.49
Sharpe ratio
0.780.68
0.410.37
0.140.1
Treynor ratio
29.0925.09
5.034.46
-1.39-1.88