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Invesco S&P 500 Value with Momentum ETF (SPVM)

61.16 +0.02 (+0.03%)
At close: November 15 at 4:00 PM EST

ETF Summary

The fund generally will invest at least 90% of its total assets in securities that comprise the underlying index. Strictly in accordance with its guidelines and mandated procedures, the index provider compiles, maintains and calculates the underlying index, which is designed tomeasure the performance of 100 stocks in the S&P 500? Index (the “Parent Index”) that have relatively high “value” and “momentum” scores.

Risk Overview

Performance & Risk

YTD Return 21.91%
5y Average Return 10.10%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.84
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
SPVMCategory AverageSPVMCategory AverageSPVMCategory Average
Alpha -0.81 -0.62 -4.33 -2.97 -2.98 -2.78
BETA 0.84 0.84 1 0.93 0.99 0.93
Mean Annual Return 0.69 0.71 0.97 1 0.87 0.83
R-squared 63.58 76.51 72.59 81.12 75.76 82.7
Standard Deviation 17.9 16.44 21.27 18.64 17.37 15.68
Sharpe Ratio 0.25 0.28 0.43 0.51 0.5 0.52
Treynor Ratio 3.57 3.34 7.17 7.85 7.46 7.6

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