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Australia markets close in 4 hours 17 minutes
ALL ORDS
8,116.70
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(-0.41%)
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AUD/USD
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-0.0007
(-0.11%)
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Bitcoin AUD
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Invesco Dorsey Wright Technology Momentum ETF (PTF)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
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59.16
-0.47
(-0.79%)
At close: 04:00PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
PTF
Category average
5 years
PTF
Category average
10 years
PTF
Category average
Alpha
1.81
-3.37
7.69
2.53
8.31
6.48
BETA
1.51
1.28
1.26
1.22
1.25
1.2
Mean annual return
0.72
0.24
1.71
1.25
1.6
1.41
R-squared
67.98
68.72
58.9
72.22
58.11
71.09
Standard deviation
30.39
26.01
29.32
25.82
24.33
21.26
Sharpe ratio
0.18
0
0.63
0.51
0.73
0.74
Treynor ratio
0.71
-2.45
12.19
8.52
12.78
11.94
Data disclaimer
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