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Invesco Dorsey Wright Emerging Markets Momentum ETF (PIE)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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21.35+0.14 (+0.66%)
At close: 04:00PM EDT

Risk statistics

3 yearsPIECategory average
5 yearsPIECategory average
10 yearsPIECategory average
Alpha
-3.36-5.04
1.57-1.81
-0.06-0.92
BETA
0.990.95
0.990.99
0.951
Mean annual return
-0.15-0.28
0.80.52
0.40.35
R-squared
67.8977.15
70.8278.97
68.8676.7
Standard deviation
19.5917.74
20.3719.45
17.1317.17
Sharpe ratio
-0.26-0.36
0.360.21
0.190.15
Treynor ratio
-6.95-8.24
5.612.24
1.951.15