See what your fund actually adds
Invesco Dorsey Wright Industrials Momentum ETF PRN
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PRN | Replication |
|---|---|---|
| Annualized growth | 14.3% | 10.1% |
| Annualized volatility | 24.3% | 18.2% |
| Sharpe ratio | 0.67 | 0.62 |
| Maximum drawdown | 34.4% | 29.1% |
| Replication fit (R²) | 0.78 · Tracking error 11.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model PRN’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLI | Sector · Industrials | 35.1% |
| MTUM | Factor · Momentum | 31.1% |
| VBK | Small-Cap · Growth | 28.0% |
| IWC | Micro Cap | 5.8% |