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Invesco DWA Basic Materials Momentum ETF (PYZ)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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89.40+0.72 (+0.81%)
At close: 04:00PM EDT

Risk statistics

3 yearsPYZCategory average
5 yearsPYZCategory average
10 yearsPYZCategory average
Alpha
-1.721.54
-1.99-0.2
-3.14-3.56
BETA
1.451.08
1.461.21
1.431.22
Mean annual return
0.730.84
1.211.15
0.810.63
R-squared
72.7459.78
78.6770.72
75.665.2
Standard deviation
28.1623.81
29.1426.01
24.1722.79
Sharpe ratio
0.210.29
0.420.45
0.340.28
Treynor ratio
1.345.16
5.877.28
3.853.04