Performance analysis of PYZ (INVESCO DORSEY WRIGHT BASIC MATERIALS MOMENTUM ETF)
Annual Return
Over the past 3 years, PYZ has had an average annual return of +12.42%, underperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, PYZ has had an average annual return of +8.52%, underperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, PYZ has had an average annual return of +8.58%, underperforming the benchmark SPY, which returned +15.04% annual.
Since Oct 12, 2006, PYZ has had an average annual return of +9.46%, underperforming the benchmark SPY, which returned +11.01% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +9.59% | +28% | +2.54% | +9.56% | -15.46% | +32.69% | +15.42% | +20.65% | -24.32% | +20% | +22.62% | -5.83% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |||
| +4.01% | +27.37% | +28.65% | -8.69% | +28.36% | +47.60% | -43.63% | +27.43% | +9.29% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +9.88% | +9.17% | -9.22% | +7.23% | +1.75% | -3.64% | -4.27% | +9.59% | |||||
| 2025 | +4.97% | -1.67% | -5.10% | -2.38% | +6.20% | +5.96% | +2.80% | +8.71% | +2.16% | -1.11% | +2.34% | +2.94% | +28% |
| 2024 | -4.71% | +6.56% | +7.20% | -5.82% | +5.44% | -4.95% | +6.66% | -1.98% | +5.13% | -2.94% | +6.30% | -12.00% | +2.54% |
| 2023 | +14.34% | -1.08% | -4.71% | -3.65% | -6.67% | +12.46% | +4.71% | -5.19% | -7.48% | -5.98% | +8.16% | +7.62% | +9.56% |
| 2022 | -9.37% | +6.15% | +8.66% | -7.00% | -1.15% | -20.19% | +10.65% | +0.81% | -12.98% | +14.12% | +7.61% | -7.55% | -15.46% |
| 2021 | -2.60% | +9.40% | +9.01% | +3.01% | +8.51% | -5.15% | +0.64% | +2.28% | -6.36% | +7.53% | -3.25% | +7.45% | +32.69% |
| 2020 | -8.37% | -10.83% | -19.68% | +15.80% | +6.50% | +1.25% | +6% | +5.50% | -2.53% | +2.50% | +17.28% | +7.50% | +15.42% |
| 2019 | +10.54% | +4.24% | -2.87% | +2.15% | -11.53% | +12.97% | +0.02% | -6.86% | +4.32% | -0.34% | +4.57% | +4.26% | +20.65% |
| 2018 | +1.82% | -5.45% | -2.47% | +1.05% | +4.57% | -2.66% | +4.06% | -2.40% | -0.08% | -12.94% | +0.35% | -11.61% | -24.32% |
| 2017 | +2.01% | +4.25% | -1.83% | -0.64% | -2.34% | +2.22% | +2.17% | +0.94% | +3.96% | +3.14% | +0.44% | +4.34% | +20% |
Drawdown analysis of PYZ (INVESCO DORSEY WRIGHT BASIC MATERIALS MOMENTUM ETF)
The maximum drawdown for the PYZ was -65.15%, occurring on Mar 9, 2009. Recovery took 484 trading sessions.
The current PYZ drawdown is -9.69%.
Since Oct 12, 2006 PYZ has experienced the following drawdowns:
- 50% or more: 2 times
- 40% or more: 2 times
- 30% or more: 4 times
- 20% or more: 5 times
- 10% or more: 14 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.15% | Jun 5, 2008 | 190 | Mar 9, 2009 | 484 | Feb 7, 2011 | 674 |
| -52.45% | Jan 11, 2018 | 551 | Mar 23, 2020 | 199 | Jan 5, 2021 | 750 |
| -34.94% | Apr 29, 2011 | 108 | Oct 3, 2011 | 304 | Dec 18, 2012 | 412 |
| -32.98% | Apr 19, 2022 | 110 | Sep 26, 2022 | 703 | Jul 17, 2025 | 813 |
| -26.34% | Sep 2, 2014 | 364 | Feb 11, 2016 | 103 | Jul 11, 2016 | 467 |
| -18.04% | Oct 29, 2007 | 57 | Jan 22, 2008 | 53 | Apr 8, 2008 | 110 |
| -17.75% | Mar 2, 2026 | 14 | Mar 20, 2026 | 50 | Jun 2, 2026 | 64 |
| -16.35% | Jul 19, 2007 | 20 | Aug 16, 2007 | 35 | Oct 5, 2007 | 55 |
| -15.77% | Jun 1, 2021 | 33 | Jul 19, 2021 | 79 | Nov 8, 2021 | 112 |
| -14.56% | Oct 14, 2025 | 27 | Nov 20, 2025 | 22 | Dec 23, 2025 | 49 |
| -13.04% | Nov 12, 2021 | 52 | Jan 28, 2022 | 35 | Mar 21, 2022 | 87 |
| -11.97% | Jan 12, 2021 | 12 | Jan 29, 2021 | 15 | Feb 22, 2021 | 27 |
| -11.87% | Jun 2, 2026 | 32 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -10.71% | Aug 8, 2016 | 61 | Nov 2, 2016 | 22 | Dec 5, 2016 | 83 |
| -8.85% | Feb 21, 2017 | 61 | May 18, 2017 | 84 | Sep 18, 2017 | 145 |
| -8.75% | Mar 12, 2021 | 7 | Mar 23, 2021 | 17 | Apr 16, 2021 | 24 |
| -8.10% | Feb 26, 2007 | 5 | Mar 5, 2007 | 15 | Mar 26, 2007 | 20 |
| -7.72% | Jan 23, 2026 | 5 | Jan 30, 2026 | 8 | Feb 11, 2026 | 13 |
| -7.18% | May 21, 2013 | 23 | Jun 24, 2013 | 19 | Jul 22, 2013 | 42 |
| -7.00% | Feb 24, 2021 | 6 | Mar 4, 2021 | 4 | Mar 10, 2021 | 10 |
| -6.60% | Jul 23, 2025 | 7 | Aug 1, 2025 | 8 | Aug 13, 2025 | 15 |
| -6.60% | Feb 17, 2011 | 18 | Mar 16, 2011 | 10 | Mar 30, 2011 | 28 |
| -6.50% | Mar 14, 2013 | 21 | Apr 15, 2013 | 17 | May 8, 2013 | 38 |
| -6.45% | Dec 31, 2013 | 22 | Feb 3, 2014 | 9 | Feb 14, 2014 | 31 |
| -6.01% | Dec 8, 2016 | 15 | Dec 30, 2016 | 29 | Feb 13, 2017 | 44 |