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Invesco DWA Momentum ETF (PDP)

NasdaqGM - NasdaqGM Real-time price. Currency in USD
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92.77-0.97 (-1.03%)
As of 11:15AM EDT. Market open.

Risk statistics

3 yearsPDPCategory average
5 yearsPDPCategory average
10 yearsPDPCategory average
Alpha
-6-3.69
-2.4-0.43
-2.04-0.12
BETA
1.111.12
1.011.06
1.021.06
Mean annual return
0.630.83
1.131.35
0.961.17
R-squared
84.8486.95
82.5987.4
82.9987.04
Standard deviation
21.3121.48
20.4420.98
16.9317.34
Sharpe ratio
0.220.35
0.560.68
0.60.73
Treynor ratio
2.214.68
9.8112.1
8.9711.11