NasdaqGM - Delayed Quote USD

Invesco Dorsey Wright Momentum ETF (PDP)

106.69
+1.03
+(0.97%)
At close: May 16 at 4:00:00 PM EDT
106.69
+0.05
+(0.05%)
After hours: May 16 at 4:00:29 PM EDT

ETF Summary

The fund generally will invest at least 90% of its total assets in securities that comprise the underlying index. The underlying index is composed of approximately 100 securities from an eligible universe of approximately 1,000 securities of the largest constituents by market capitalization within the NASDAQ U.S. benchmark index™.

Risk Overview

Performance & Risk

YTD Return -1.77%
5y Average Return 11.30%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.19
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
PDPCategory AveragePDPCategory AveragePDPCategory Average
Alpha -2.05 0.64 -5.18 -2.3 -2.87 -0.01
BETA 1.19 1.12 1.13 1.14 1.05 1.08
Mean Annual Return 1.03 1.2 1.03 1.28 0.88 1.14
R-squared 86.91 86.41 80.86 85.4 82.61 86.44
Standard Deviation 20.82 19.86 20.24 20.07 17.76 18.01
Sharpe Ratio 0.37 0.5 0.47 0.63 0.48 0.65
Treynor Ratio 5.08 7.66 7.08 10.06 6.96 9.99

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