Summary
PTF
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 43.60% Volatility 39.12% Sharpe 1.26
Official loaded data — not a live quote.

INVESCO DORSEY WRIGHT TECHNOLOGY MOMENTUM ETF

Symbol: PTF

Exchange: NASDAQ

Sector: Technology

Category: Technology

Inception date: 12/10/2006

Latest date: 20/07/2026

Current price: $100.54

Expense ratio: 0.60%

Assets under management
$1.2B
-1.68% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-27.33%

Ann. -32.57% (Sharpe / Sortino numerator)

Volatility

57.02%

Sharpe ratio

-0.635

VaR 95%

-5.68%

CVaR 95%: -6.37%
Max drawdown: -12.49%
Sortino ratio: -0.990
Calmar ratio: -2.61

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-6.58%

Ann. 83.69% (Sharpe / Sortino numerator)

Volatility

44.33%

Sharpe ratio

1.806

VaR 95%

-5.31%

CVaR 95%: -5.85%
Max drawdown: -14.86%
Sortino ratio: 2.415
Calmar ratio: 5.63

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

20.80%

Ann. 38.25% (Sharpe / Sortino numerator)

Volatility

46.20%

Sharpe ratio

0.749

VaR 95%

-5.32%

CVaR 95%: -6.28%
Max drawdown: -18.00%
Sortino ratio: 1.043
Calmar ratio: 2.13

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

43.60%

Ann. 52.85% (Sharpe / Sortino numerator)

Volatility

39.12%

Sharpe ratio

1.258

VaR 95%

-4.62%

CVaR 95%: -5.98%
Max drawdown: -18.00%
Sortino ratio: 1.623
Calmar ratio: 2.94

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

62.91%

Ann. 27.54% (Sharpe / Sortino numerator)

Volatility

38.04%

Sharpe ratio

0.629

VaR 95%

-4.18%

CVaR 95%: -5.72%
Max drawdown: -36.11%
Sortino ratio: 0.847
Calmar ratio: 0.76

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

101.90%

Ann. 28.43% (Sharpe / Sortino numerator)

Volatility

34.56%

Sharpe ratio

0.718

VaR 95%

-3.58%

CVaR 95%: -5.16%
Max drawdown: -36.11%
Sortino ratio: 0.990
Calmar ratio: 0.79

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.188%

Best day

9.285%

24/11/2025
Worst day

-10.539%

02/07/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $102.26 $104.64 $100.26 $100.54 87,700
17/07/2026 $96.90 $103.11 $94.35 $100.25 156,000
16/07/2026 $105.00 $105.71 $100.16 $101.12 112,600
15/07/2026 $115.14 $115.25 $104.50 $108.81 78,700
14/07/2026 $114.69 $114.98 $111.05 $113.12 185,500
13/07/2026 $111.65 $111.97 $108.07 $109.07 470,800
10/07/2026 $115.66 $116.95 $113.59 $115.74 71,500
09/07/2026 $118.89 $120.73 $117.51 $117.69 82,700
08/07/2026 $106.93 $112.27 $106.93 $112.24 77,100
07/07/2026 $109.96 $111.05 $104.81 $108.12 114,500