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Invesco Dorsey Wright Industrials Momentum ETF (PRN)

NasdaqGM - NasdaqGM Real Time Price. Currency in USD
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138.42+0.93 (+0.68%)
As of 11:38AM EDT. Market open.

Risk Statistics

3 YearsPRNCategory Average
5 YearsPRNCategory Average
10 YearsPRNCategory Average
Alpha
5.51-0.55
6.04-1.16
2.861.17
BETA
1.21.17
1.121.22
1.121.17
Mean Annual Return
0.960.45
1.470.95
1.070.95
R-squared
72.3873.27
74.7577.94
72.9474.84
Standard Deviation
23.4822.9
2324.9
19.520.14
Sharpe Ratio
0.360.13
0.670.38
0.580.5
Treynor Ratio
5.10.53
12.55.51
8.857.18