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Invesco Dorsey Wright Momentum ETF (PDP)

NasdaqGM - NasdaqGM Delayed price. Currency in USD

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98.75

+0.69

(+0.70%)

At close: 04:00PM EDT

Risk statistics

3 yearsPDPCategory average

5 yearsPDPCategory average

10 yearsPDPCategory average

Alpha

-6.52-3.87

-4.09-0.37

-2.510.12

BETA

1.121.12

1.031.07

1.021.06

Mean annual return

0.460.68

1.011.36

0.921.18

R-squared

85.6987.77

83.0687.17

83.1787.34

Standard deviation

21.6621.56

20.5120.9

17.0817.5

Sharpe ratio

0.10.24

0.480.68

0.550.72

Treynor ratio

-0.12.66

7.8912.01

8.2411.11