UK markets closed

Invesco DWA Basic Materials Momentum ETF (PYZ)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
Add to watchlist
92.84+0.42 (+0.46%)
At close: 04:00PM EDT

Risk statistics

3 yearsPYZCategory average
5 yearsPYZCategory average
10 yearsPYZCategory average
Alpha
-1.042.15
-1.660.9
-3.02-3.28
BETA
1.471.07
1.471.21
1.431.21
Mean annual return
0.470.66
1.081.11
0.770.61
R-squared
73.559.84
79.0870.82
75.8565.12
Standard deviation
28.3723.7
29.3126.06
24.2622.81
Sharpe ratio
0.090.19
0.360.42
0.320.26
Treynor ratio
-0.962.99
4.66.7
3.432.74