NasdaqGM - Delayed Quote USD

Invesco Dorsey Wright SmallCap Momentum ETF (DWAS)

88.22 -0.21 (-0.24%)
At close: May 17 at 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 approximately 200 securities from an eligible universe of approximately 2,000 securities ranked 1,001 to 3,000 by market capitalization within the NASDAQ US Benchmark Index™.

Risk Overview

Performance & Risk

YTD Return 5.35%
5y Average Return 12.15%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.09
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
DWASCategory AverageDWASCategory AverageDWASCategory Average
Alpha -6.85 -13.02 -1.9 -6.13 -3.52 -3.98
BETA 1.09 1.08 1.12 1.12 1.16 1.13
Mean Annual Return 0.25 -0.27 1.14 0.79 0.93 0.87
R-squared 66.48 73.65 67.67 74.31 64.52 71.41
Standard Deviation 23.63 22.32 25.15 24.21 21.98 20.58
Sharpe Ratio 0 -0.27 0.46 0.3 0.44 0.44
Treynor Ratio -2.57 -7.71 7.89 4.1 6.56 6.33

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