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Invesco Dorsey Wright Energy Momentum ETF (PXI)

NasdaqGM - NasdaqGM Delayed Price. Currency in USD
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47.94+0.63 (+1.32%)
At close: 04:00PM EDT

Risk Statistics

3 YearsPXICategory Average
5 YearsPXICategory Average
10 YearsPXICategory Average
Alpha
25.2518.4
5.352.06
-6.65-8.76
BETA
0.840.87
1.691.55
1.621.54
Mean Annual Return
2.531.97
1.821.44
0.580.36
R-squared
15.5422.76
40.1643.49
37.8141.83
Standard Deviation
34.8631.27
47.5642.15
38.935.49
Sharpe Ratio
0.780.68
0.410.37
0.140.1
Treynor Ratio
29.0925.09
5.034.46
-1.39-1.88