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Invesco DWA Developed Markets Mom ETF (PIZ)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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35.41-0.50 (-1.39%)
At close: 04:00PM EDT

Risk statistics

3 yearsPIZCategory average
5 yearsPIZCategory average
10 yearsPIZCategory average
Alpha
1.26-1.44
1.610.91
0.731.71
BETA
1.191.14
1.061.02
0.990.99
Mean annual return
0.21-0.01
0.840.76
0.480.56
R-squared
78.684.82
79.0783.82
76.7483.8
Standard deviation
21.8220.3
20.6619.56
17.0716.34
Sharpe ratio
-0.03-0.15
0.380.36
0.250.32
Treynor ratio
-2.64-4.41
5.65.26
2.844.11