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Invesco DWA Momentum ETF (PDP)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
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94.18
+1.08
(+1.17%)
At close: 04:00PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
PDP
Category average
5 years
PDP
Category average
10 years
PDP
Category average
Alpha
-5.62
-3.88
-2.82
-0.54
-2.15
0.05
BETA
1.14
1.12
1.02
1.06
1.02
1.06
Mean annual return
0.38
0.52
0.96
1.19
0.92
1.14
R-squared
85.76
87.17
82.84
87.62
83.24
87.36
Standard deviation
21.63
21.44
20.66
21.12
17.07
17.43
Sharpe ratio
0.07
0.16
0.45
0.58
0.56
0.7
Treynor ratio
-0.76
1.06
7.5
10.08
8.28
10.68
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