NasdaqGM - Delayed Quote USD

Invesco Dorsey Wright Consumer Cyclicals Momentum ETF (PEZ)

103.65 +1.17 (+1.14%)
At close: 4:00 PM EDT

ETF Summary

The fund generally will invest at least 90% of its total assets in the securities that comprise the underlying index. The underlying index is composed of at least 30 securities of companies in the consumer discretionary (or cyclicals) sector that have powerful relative strength or "momentum" characteristics.

Risk Overview

Performance & Risk

YTD Return 24.60%
5y Average Return 14.91%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.29
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
PEZCategory AveragePEZCategory AveragePEZCategory Average
Alpha -1.3 -5.16 0.28 -1.31 -0.19 0.66
BETA 1.29 1.3 1.47 1.34 1.32 1.24
Mean Annual Return 0.78 0.47 1.53 1.28 1.05 1.06
R-squared 70.64 73.11 74.74 75.77 68.97 73.2
Standard Deviation 25.44 25.32 29.6 26.92 23.56 21.5
Sharpe Ratio 0.22 0.08 0.54 0.48 0.46 0.52
Treynor Ratio 2.04 -0.72 8.49 7.55 6.47 7.62

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