See what your fund actually adds
Invesco Dorsey Wright Technology Momentum ETF PTF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PTF | Replication |
|---|---|---|
| Annualized growth | 16.3% | 15.0% |
| Annualized volatility | 34.1% | 21.7% |
| Sharpe ratio | 0.61 | 0.75 |
| Maximum drawdown | 44.9% | 31.5% |
| Replication fit (R²) | 0.72 · Tracking error 18.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model PTF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLK | Sector · Technology | 55.3% |
| VBK | Small-Cap · Growth | 31.8% |
| MTUM | Factor · Momentum | 12.9% |