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Invesco Dorsey Wright Technology Momentum ETF (PTF)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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53.27-0.54 (-1.00%)
At close: 04:00PM EDT

Risk statistics

3 yearsPTFCategory average
5 yearsPTFCategory average
10 yearsPTFCategory average
Alpha
-0.04-3.34
8.463.33
7.86.2
BETA
1.471.26
1.261.22
1.251.19
Mean annual return
0.870.51
1.911.45
1.61.43
R-squared
65.567.57
58.5372.13
57.0670.36
Standard deviation
30.1226.13
29.1625.71
24.3421.2
Sharpe ratio
0.250.14
0.710.61
0.730.75
Treynor ratio
2.220.31
14.5810.86
12.8612.24