NasdaqGM - Delayed Quote USD

Invesco Dorsey Wright Consumer Staples Momentum ETF (PSL)

105.31 +0.96 (+0.92%)
At close: November 18 at 4:00 PM EST

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 at least 30 securities of companies in the consumer staples sector that have powerful relative strength or "momentum" characteristics.

Risk Overview

Performance & Risk

YTD Return 15.82%
5y Average Return 9.88%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.79
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
PSLCategory AveragePSLCategory AveragePSLCategory Average
Alpha 0.11 -0.37 -0.64 -0.44 1.87 1.06
BETA 0.79 0.66 0.85 0.7 0.72 0.66
Mean Annual Return 0.52 0.45 0.83 0.73 0.79 0.68
R-squared 68.85 52.91 71.88 62.69 57.82 53.21
Standard Deviation 15.63 14.69 17.36 15.34 14.02 13.33
Sharpe Ratio 0.15 0.11 0.43 0.4 0.55 0.47
Treynor Ratio 1.47 0.93 7.41 7.68 9.71 8.66

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