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Invesco Dorsey Wright Momentum ETF (PDP)

NasdaqGM - NasdaqGM Delayed Price. Currency in USD
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96.56-0.01 (-0.01%)
At close: 04:00PM EDT

Risk Statistics

3 YearsPDPCategory Average
5 YearsPDPCategory Average
10 YearsPDPCategory Average
Alpha
-5.62-3.88
-2.82-0.54
-2.150.05
BETA
1.141.12
1.021.06
1.021.06
Mean Annual Return
0.380.52
0.961.19
0.921.14
R-squared
85.7687.17
82.8487.62
83.2487.36
Standard Deviation
21.6321.44
20.6621.12
17.0717.43
Sharpe Ratio
0.070.16
0.450.58
0.560.7
Treynor Ratio
-0.761.06
7.510.08
8.2810.68