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PYZ: Invesco DWA Basic Materials Momentum ETF (ETF)
Basic Info 88.27 0.22(0.25%) April 23
Asset Class: | Natural Resources |
MyPlanIQ Rating: | (82%) |
Start Date: | 10/12/2006 |
Last Dividend Date: | 03/18/2024 |
12-Mo. Yield | 0.96% |
Expenses | 0.60% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 10/12/2006 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.1 | 3.4 | 8.4 | 3.0 | 8.9 | 6.4 | 12.1 | 8.7 | 9.5 | -15.4 | 32.7 | 15.4 | 20.7 | -24.3 | 20.0 | 22.6 | -5.8 | 4.0 | 27.4 | 28.7 | -8.7 | 28.4 | 47.6 | -43.6 | 27.4 | 9.3 |
Sharpe Ratio | NA | 0.47 | 0.11 | 0.02 | 0.23 | 0.21 | NA | 0.28 | 0.25 | -0.51 | 1.09 | 0.34 | 1.06 | -1.18 | 1.29 | 1.06 | -0.33 | 0.24 | 1.84 | 1.44 | -0.25 | 1.11 | 1.34 | -0.89 | 1.07 | 3.19 |
Draw Down(%) | NA | 6.6 | 19.1 | 33.0 | 44.8 | 52.5 | NA | 65.2 | 21.5 | 33.0 | 15.8 | 44.7 | 13.9 | 32.3 | 8.9 | 13.9 | 20.6 | 16.1 | 7.2 | 14.5 | 34.9 | 21.0 | 34.3 | 61.4 | 16.3 | 3.1 |
Standard Deviation(%) | NA | 17.3 | 19.6 | 27.1 | 30.9 | 25.5 | NA | 27.7 | 21.7 | 33.2 | 29.9 | 45.1 | 18.1 | 21.6 | 15.1 | 21.2 | 17.7 | 16.3 | 14.9 | 20.0 | 34.9 | 25.4 | 35.5 | 50.0 | 23.0 | 15.0 |
Treynor Ratio | NA | 0.1 | 0.03 | 0.0 | 0.08 | 0.07 | NA | 0.1 | 0.06 | -0.2 | 0.29 | 0.17 | 0.19 | -0.3 | 0.36 | 0.41 | -0.11 | 0.07 | 0.38 | 0.39 | -0.09 | 0.3 | 0.6 | -0.67 | 0.33 | 1.26 |
Alpha | NA | 0.01 | 0.03 | -0.01 | 0.01 | 0.02 | NA | 0.02 | 0.04 | -0.08 | 0.0 | 0.06 | 0.02 | -0.04 | 0.06 | 0.03 | 0.03 | 0.05 | 0.05 | 0.1 | 0.0 | 0.04 | 0.03 | -0.06 | -0.01 | 0.09 |
Beta | NA | 0.83 | 0.86 | 0.9 | 0.92 | 0.79 | NA | 0.77 | 0.87 | 0.86 | 1.12 | 0.89 | 0.99 | 0.86 | 0.54 | 0.55 | 0.53 | 0.6 | 0.72 | 0.75 | 0.96 | 0.95 | 0.79 | 0.67 | 0.75 | 0.38 |
RSquared | NA | 0.46 | 0.55 | 0.63 | 0.6 | 0.55 | NA | 0.64 | 0.58 | 0.64 | 0.7 | 0.56 | 0.6 | 0.58 | 0.29 | 0.46 | 0.6 | 0.54 | 0.61 | 0.66 | 0.86 | 0.78 | 0.74 | 0.72 | 0.59 | 0.28 |
Yield(%) | N/A | 0.2 | 1.3 | 0.9 | 1.3 | 1.3 | 3.3 | N/A | 1.3 | 1.0 | 0.5 | 1.2 | 1.6 | 0.9 | 0.6 | 1.3 | 1.2 | 1.0 | 1.2 | 2.2 | 0.9 | 2.9 | 1.6 | 1.2 | 1.0 | 0.6 |
Dividend Growth(%) | N/A | -79.2 | 6.1 | 4.4 | 42.7 | N/A | N/A | N/A | 8.6 | 190.6 | -56.8 | -14.0 | 34.4 | 68.4 | -40.6 | 4.9 | 15.1 | 10.4 | -33.3 | 118.2 | -61.2 | 165.6 | -22.0 | 46.4 | 75.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/12/2006
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