PTH - Invesco DWA Healthcare Momentum ETF

NasdaqGM - NasdaqGM Delayed Price. Currency in USD

Risk Statistics

3 Years PTH Category Average
5 Years PTH Category Average
10 Years PTH Category Average
Alpha
9.31 8.52
7.53 10.91
7.53 9.01
Beta
1.4 0.91
1.31 0.83
0.98 0.73
Mean Annual Return
1.93 1.14
1.36 1.67
1.42 1.12
R-squared
40.48 38.14
39.74 42.64
40.77 47.94
Standard Deviation
24.6 17.76
24.36 16.38
20.29 18.41
Sharpe Ratio
0.88 0.83
0.63 1.28
0.82 0.69
Treynor Ratio
14.72 14.5
10.12 24.57
15.9 15.82