Performance analysis of PFI (INVESCO DORSEY WRIGHT FINANCIAL MOMENTUM ETF)
Annual Return
Over the past 3 years, PFI has had an average annual return of +14.31%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, PFI has had an average annual return of +3.64%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, PFI has had an average annual return of +8.33%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Oct 12, 2006, PFI has had an average annual return of +5.80%, underperforming the benchmark SPY, which returned +11.12% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| -0.48% | +1.97% | +30.57% | +12.57% | -24.09% | +28.72% | +13.91% | +36.55% | -17.16% | +15% | +2.07% | +1.26% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |||
| +6.29% | +40.54% | +19.50% | -4.63% | +14.70% | -5.07% | -27.23% | -2.63% | +3.37% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.77% | -5.37% | -2.99% | +9.24% | +0.67% | -2.17% | -0.48% | ||||||
| 2025 | +5.98% | -3.44% | -8.15% | -2.40% | +6.08% | +2.63% | -1.52% | +2.28% | +1.55% | -2.55% | +0.97% | +1.44% | +1.97% |
| 2024 | -0% | +6.09% | +4.51% | -5.92% | +5.93% | -0.51% | +9.97% | +2.21% | +1.10% | +0.40% | +14.06% | -8.72% | +30.57% |
| 2023 | +6.28% | -0.39% | -7.19% | +1.96% | -3.65% | +7.83% | +9.57% | -6.48% | -3.55% | -4.37% | +8.92% | +5.05% | +12.57% |
| 2022 | -9.60% | -0.67% | +0.64% | -7.53% | -3.46% | -9.10% | +7.52% | -2.46% | -7.44% | +11.75% | +2.08% | -6.52% | -24.09% |
| 2021 | -0.80% | +12.10% | +0.88% | +6.27% | +1.38% | -1.85% | +0.95% | +5.46% | -1.38% | +10.40% | -6.57% | +0.19% | +28.72% |
| 2020 | +3.93% | -9.83% | -18.90% | +10.06% | +6.73% | +1.20% | +5.06% | +5.73% | -2.32% | -3.77% | +12.18% | +7.63% | +13.91% |
| 2019 | +9.51% | +5.33% | +1.32% | +6.14% | -0.48% | +5.57% | +0.95% | +1.57% | -1.38% | +1.02% | +1.45% | +1.09% | +36.55% |
| 2018 | +4.19% | -3.56% | -0.18% | +0.48% | +1.19% | -1.97% | +0.34% | +1.66% | -3.57% | -6.70% | +1.63% | -11.16% | -17.16% |
| 2017 | +0.19% | +3.46% | -2.64% | -0.85% | -3.55% | +6.69% | +2.54% | -1.33% | +3.63% | +3.33% | +3.09% | +0% | +15% |
Drawdown analysis of PFI (INVESCO DORSEY WRIGHT FINANCIAL MOMENTUM ETF)
The maximum drawdown for the PFI was -59.54%, occurring on Mar 9, 2009. Recovery took 1094 trading sessions.
The current PFI drawdown is -8.00%.
Since Oct 12, 2006 PFI has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 2 times
- 30% or more: 3 times
- 20% or more: 5 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.54% | Jun 4, 2007 | 444 | Mar 9, 2009 | 1094 | Jul 12, 2013 | 1538 |
| -43.07% | Feb 19, 2020 | 23 | Mar 23, 2020 | 186 | Dec 15, 2020 | 209 |
| -35.42% | Nov 3, 2021 | 155 | Jun 16, 2022 | 583 | Oct 11, 2024 | 738 |
| -25.67% | Jan 23, 2018 | 232 | Dec 24, 2018 | 112 | Jun 6, 2019 | 344 |
| -24.83% | Nov 25, 2024 | 90 | Apr 8, 2025 | Ongoing | Ongoing | Ongoing |
| -18.95% | Mar 20, 2015 | 226 | Feb 11, 2016 | 253 | Feb 13, 2017 | 479 |
| -9.57% | Mar 1, 2017 | 63 | May 31, 2017 | 83 | Sep 27, 2017 | 146 |
| -9.51% | Jun 8, 2021 | 28 | Jul 19, 2021 | 14 | Aug 6, 2021 | 42 |
| -9.19% | Dec 31, 2013 | 22 | Feb 3, 2014 | 101 | Jun 27, 2014 | 123 |
| -7.78% | Jul 3, 2014 | 72 | Oct 15, 2014 | 11 | Oct 30, 2014 | 83 |
| -7.39% | Mar 15, 2021 | 6 | Mar 23, 2021 | 25 | Apr 28, 2021 | 31 |
| -7.29% | Feb 20, 2007 | 15 | Mar 13, 2007 | 29 | Apr 24, 2007 | 44 |
| -7.16% | Jul 12, 2019 | 16 | Aug 5, 2019 | 97 | Dec 20, 2019 | 113 |
| -6.41% | Jan 20, 2021 | 7 | Jan 29, 2021 | 4 | Feb 4, 2021 | 11 |
| -5.73% | Aug 27, 2021 | 15 | Sep 20, 2021 | 5 | Sep 27, 2021 | 20 |
| -5.72% | Aug 1, 2013 | 18 | Aug 27, 2013 | 33 | Oct 14, 2013 | 51 |
| -5.55% | Oct 17, 2024 | 12 | Nov 4, 2024 | 2 | Nov 6, 2024 | 14 |
| -5.53% | Feb 24, 2021 | 6 | Mar 4, 2021 | 5 | Mar 11, 2021 | 11 |
| -5.46% | Aug 11, 2021 | 6 | Aug 19, 2021 | 6 | Aug 27, 2021 | 12 |
| -5.18% | May 7, 2021 | 3 | May 12, 2021 | 11 | May 27, 2021 | 14 |
| -4.28% | Dec 8, 2014 | 6 | Dec 16, 2014 | 2 | Dec 18, 2014 | 8 |
| -3.78% | Sep 27, 2021 | 5 | Oct 4, 2021 | 3 | Oct 7, 2021 | 8 |
| -3.46% | Nov 29, 2013 | 12 | Dec 17, 2013 | 6 | Dec 26, 2013 | 18 |
| -3.36% | Jun 20, 2019 | 4 | Jun 26, 2019 | 4 | Jul 2, 2019 | 8 |
| -3.18% | Nov 11, 2024 | 4 | Nov 15, 2024 | 4 | Nov 21, 2024 | 8 |