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Invesco Dorsey Wright Developed Markets Momentum ETF (PIZ)
NasdaqGM - NasdaqGM Delayed Price. Currency in USD
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35.68
-0.11
(-0.31%)
At close: 04:00PM EDT
35.68
+0.20
(+0.57%)
Pre-Market:
08:47AM EDT
Summary
Chart
Conversations
Historical Data
Profile
Options
Holdings
Performance
Risk
Risk Statistics
3 Years
PIZ
Category Average
5 Years
PIZ
Category Average
10 Years
PIZ
Category Average
Alpha
1.26
-1.44
1.61
0.91
0.73
1.71
BETA
1.19
1.14
1.06
1.02
0.99
0.99
Mean Annual Return
0.21
-0.01
0.84
0.76
0.48
0.56
R-squared
78.6
84.82
79.07
83.82
76.74
83.8
Standard Deviation
21.82
20.3
20.66
19.56
17.07
16.34
Sharpe Ratio
-0.03
-0.15
0.38
0.36
0.25
0.32
Treynor Ratio
-2.64
-4.41
5.6
5.26
2.84
4.11
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