XNAS
PIZ
Oct 20, Last price
50.11USD
1D
-0.73%
1Q
-5.48%
Jan 2017
133.05%
Name
Invesco Dorsey Wright Developed Markets Momentum ETF
Chart & performance
Div yield, %
1.53%
Expense ratio
0.80%
AUM
172m
Beta (realized)
0.94
Beta (adj.)
1.00
Sharp Ratio
0.23
Sortino Ratio
0.21
Std Dev
20.91%
VaR (95%, 1D)
2.04%
CVaR (99%, 1D)
5.50%
VaR (99%, 30D)
19.71%
MDD
-42.51%
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