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Invesco DWA Industrials Momentum ETF (PRN)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
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At close: 04:00PM EDT
Risk statistics
3 yearsPRNCategory average
5 yearsPRNCategory average
10 yearsPRNCategory average
Alpha
5.51-0.55
6.04-1.16
2.861.17
BETA
1.21.17
1.121.22
1.121.17
Mean annual return
0.960.45
1.470.95
1.070.95
R-squared
72.3873.27
74.7577.94
72.9474.84
Standard deviation
23.4822.9
2324.9
19.520.14
Sharpe ratio
0.360.13
0.670.38
0.580.5
Treynor ratio
5.10.53
12.55.51
8.857.18
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