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Invesco Dorsey Wright Energy Momentum ETF (PXI)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
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45.44
-0.90
(-1.94%)
At close: 04:00PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
PXI
Category average
5 years
PXI
Category average
10 years
PXI
Category average
Alpha
21.37
15.98
5.42
2.55
-6.87
-8.9
BETA
0.81
0.85
1.66
1.52
1.61
1.54
Mean annual return
2.26
1.82
2.08
1.72
0.58
0.37
R-squared
14.93
22.24
38.62
41.98
37.7
41.75
Standard deviation
34.5
31.15
46.99
41.58
38.9
35.5
Sharpe ratio
0.69
0.63
0.48
0.45
0.14
0.1
Treynor ratio
25.2
22.73
7.35
6.94
-1.41
-1.86
Data disclaimer
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