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Invesco Dorsey Wright Consumer Staples Momentum ETF (PSL)

NasdaqGM - NasdaqGM Delayed Price. Currency in USD
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95.91+0.52 (+0.55%)
At close: 04:00PM EDT

Risk Statistics

3 YearsPSLCategory Average
5 YearsPSLCategory Average
10 YearsPSLCategory Average
Alpha
-2.37-0.11
-1.140.47
3.042.07
BETA
0.780.65
0.820.69
0.730.66
Mean Annual Return
0.220.38
0.660.71
0.830.71
R-squared
67.8854.48
67.8763.48
56.6853.12
Standard Deviation
15.6814.54
17.6615.42
14.3213.4
Sharpe Ratio
-0.030.11
0.330.41
0.590.52
Treynor Ratio
-2.171.08
5.377.9
10.749.67