Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PRN (Invesco Dorsey Wright Industrials Momentum ETF) | 41.80% | 65.13% | 37.18% | 20.22% | 18.51% | 15.74% | NA | … | … |
Data as of 06/03/2026, Common starting date is 10/12/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PRN (Invesco Dorsey Wright Industrials Momentum ETF) | 10/12/2006 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.20 | 65.13 | 37.18 | 20.22 | 18.51 | 15.74 | NA | … | … | 41.80 | 17.15 | 30.35 | 37.96 | -25.09 | 25.21 | 36.39 | 34.52 | -16.19 | 22.81 | 12.71 | -5.57 | -0.28 | 50.53 | 19.35 | -6.44 | 32.99 | 14.91 | -35.68 | 15.44 | 4.49 |
| Sharpe Ratio | NA | 2.22 | 1.33 | 0.70 | 0.70 | NA | NA | … | … | 3.83 | 0.50 | 1.22 | 1.80 | -0.99 | 0.98 | 0.98 | 1.81 | -0.86 | 1.92 | 0.84 | -0.34 | -0.02 | 3.33 | 1.19 | -0.21 | 1.40 | 0.46 | -0.81 | 0.61 | 1.31 |
| Standard Deviation(%) | NA | 28.53 | 25.61 | 25.08 | 24.19 | NA | NA | … | … | 33.31 | 29.10 | 21.82 | 19.24 | 27.00 | 25.61 | 36.55 | 18.30 | 20.57 | 11.60 | 14.96 | 16.42 | 17.56 | 15.16 | 16.32 | 30.83 | 23.43 | 32.35 | 45.14 | 20.10 | 14.70 |
| Draw Down(%) | NA | 14.15 | 30.78 | 34.85 | 36.27 | NA | NA | … | … | 13.25 | 27.56 | 13.36 | 13.48 | 31.91 | 12.67 | 36.27 | 14.82 | 28.12 | 5.99 | 12.65 | 17.05 | 16.38 | 6.67 | 11.97 | 30.55 | 18.35 | 35.49 | 52.31 | 13.41 | 4.32 |
| Yield(%) | 0.00 | 0.19 | 0.45 | 0.46 | 0.74 | 1.09 | 1.13 | … | … | 0.00 | 0.19 | 0.51 | 0.72 | 0.62 | 0.14 | 0.14 | 0.56 | 0.25 | 0.73 | 0.66 | 0.42 | 0.35 | 0.51 | 2.65 | 0.49 | 0.93 | 1.59 | 0.79 | 0.37 | 0.05 |
Data as of 06/03/2026, Common starting date is 10/12/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PRN (Invesco Dorsey Wright Industrials Momentum ETF) |
-11.11%
Jun 2007 – Jun 2010 |
-1.07%
May 2007 – May 2012 |
6.28%
May 2007 – May 2017 |
7.17%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PRN (Invesco Dorsey Wright Industrials Momentum ETF) |
38.39%
May 2023 – May 2026 |
27.49%
Feb 2009 – Feb 2014 |
18.46%
May 2016 – May 2026 |
16.40%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart