Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PXI (Invesco Dorsey Wright Energy Momentum ETF) | -1.04% | -5.68% | 8.18% | 27.25% | 1.63% | 4.61% | NA | 4.30% |
Data as of 07/10/2025, AR inception is 10/12/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PXI (Invesco Dorsey Wright Energy Momentum ETF) | 10/12/2006 | 07/10/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.18 | -5.68 | 8.18 | 27.25 | 1.63 | 4.61 | NA | 4.30 | -1.04 | 0.77 | 5.48 | 45.83 | 75.08 | -35.84 | 1.66 | -27.56 | -8.44 | 30.71 | -23.82 | -18.47 | 30.47 | 13.96 | 2.63 | 39.57 | 42.19 | -46.86 | 30.13 | 7.95 |
| Sharpe Ratio | NA | -0.42 | 0.09 | 0.62 | 0.00 | NA | NA | 0.08 | -0.21 | -0.25 | 0.04 | 0.97 | 1.65 | -0.54 | 0.01 | -0.97 | -0.38 | 0.81 | -0.83 | -0.67 | 1.84 | 0.71 | 0.07 | 1.70 | 1.05 | -0.79 | 1.25 | 1.94 |
| Standard Deviation(%) | NA | 31.03 | 31.86 | 38.13 | 38.52 | NA | NA | 35.90 | 35.40 | 23.08 | 29.24 | 45.96 | 45.48 | 66.82 | 26.29 | 29.80 | 24.23 | 37.59 | 28.65 | 27.61 | 16.54 | 19.83 | 35.37 | 23.17 | 40.01 | 60.50 | 21.80 | 20.37 |
| Draw Down(%) | NA | 30.99 | 30.99 | 33.47 | 79.55 | NA | NA | 85.08 | 27.24 | 19.17 | 22.64 | 33.47 | 30.64 | 67.96 | 28.69 | 43.33 | 33.37 | 21.69 | 34.10 | 39.14 | 9.45 | 19.67 | 34.17 | 16.98 | 32.57 | 64.89 | 14.69 | 5.67 |
| Yield(%) | 0.00 | 0.86 | 2.29 | 4.39 | 1.20 | 1.84 | 1.58 | 1.75 | 0.00 | 1.51 | 2.00 | 4.27 | 0.98 | 1.08 | 2.69 | 0.65 | 0.70 | 0.96 | 1.54 | 0.94 | 0.95 | 1.45 | 0.65 | 0.77 | 1.13 | 0.38 | 0.33 | 0.09 |
Data as of 07/10/2025, AR inception is 10/12/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PXI (Invesco Dorsey Wright Energy Momentum ETF) |
-34.45%
Mar 2017 - Mar 2020 |
-24.97%
Mar 2015 - Mar 2020 |
-8.46%
Mar 2010 - Mar 2020 |
0.09%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PXI (Invesco Dorsey Wright Energy Momentum ETF) |
59.47%
Mar 2020 - Mar 2023 |
35.54%
Mar 2020 - Mar 2025 |
7.72%
Feb 2009 - Feb 2019 |
8.67%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart