NasdaqGM - Nasdaq Real Time Price USD
Invesco Dorsey Wright Consumer Cyclicals Momentum ETF (PEZ)
80.36
-1.65
(-2.02%)
As of 11:46:09 AM EDT. Market Open.
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
Risk Overview Information Not Available
Performance & Risk
YTD Return | -16.94% |
5y Average Return | 19.32% |
Rank in Category (ytd) | -- |
% Rank in Category (ytd) | -- |
Beta (5Y Monthly) | 1.42 |
Morningstar Risk Rating | -- |
Risk Statistics
3 Years | 5 Years | 10 Years | ||||
---|---|---|---|---|---|---|
PEZ | Category Average | PEZ | Category Average | PEZ | Category Average | |
Alpha | -0.82 | -2.04 | 0.18 | -1.3 | -3.06 | -0.74 |
BETA | 1.42 | 1.36 | 1.49 | 1.36 | 1.37 | 1.26 |
Mean Annual Return | 0.72 | 0.6 | 1.82 | 1.57 | 0.78 | 0.9 |
R-squared | 74.01 | 75.23 | 70.14 | 72.36 | 69.44 | 73.19 |
Standard Deviation | 26.85 | 25.56 | 28.21 | 25.75 | 24.44 | 21.93 |
Sharpe Ratio | 0.16 | 0.11 | 0.68 | 0.63 | 0.3 | 0.41 |
Treynor Ratio | 0.5 | -0.25 | 11.31 | 10.43 | 3.38 | 5.56 |
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