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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

Risk statistics

3 yearsPXICategory average
5 yearsPXICategory average
10 yearsPXICategory average
Alpha
21.3715.98
5.422.55
-6.87-8.9
BETA
0.810.85
1.661.52
1.611.54
Mean annual return
2.261.82
2.081.72
0.580.37
R-squared
14.9322.24
38.6241.98
37.741.75
Standard deviation
34.531.15
46.9941.58
38.935.5
Sharpe ratio
0.690.63
0.480.45
0.140.1
Treynor ratio
25.222.73
7.356.94
-1.41-1.86