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IDLV: Invesco S&P International Developed Low Volatility ETF (ETF)
Basic Info 27.36 0(0.0%) April 26
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | (27%) |
Start Date: | 01/17/2012 |
Last Dividend Date: | 03/18/2024 |
12-Mo. Yield | 3.59% |
Expenses | 0.25% |
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Performance Analytics (As of 04/26/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 01/17/2012 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.2 | -2.2 | 0.5 | -0.3 | 0.0 | 2.0 | 4.2 | 9.2 | -12.2 | 9.7 | -10.4 | 20.8 | -8.0 | 22.0 | 3.4 | -4.0 | 1.3 | 15.1 | 14.7 |
Sharpe Ratio | NA | -1.08 | -0.33 | -0.22 | -0.1 | 0.07 | 0.25 | 0.48 | -0.89 | 1.03 | -0.39 | 2.56 | -0.88 | 3.41 | 0.22 | -0.3 | 0.13 | 1.31 | 1.12 |
Draw Down(%) | NA | 5.1 | 9.6 | 22.5 | 34.6 | 34.6 | 34.6 | 9.6 | 22.5 | 5.0 | 34.6 | 4.5 | 14.4 | 1.9 | 10.3 | 14.4 | 10.2 | 12.2 | 9.8 |
Standard Deviation(%) | NA | 9.5 | 10.2 | 12.0 | 15.8 | 13.7 | 13.5 | 10.4 | 15.3 | 9.4 | 27.4 | 7.6 | 10.5 | 6.3 | 14.7 | 13.5 | 9.7 | 11.5 | 13.8 |
Treynor Ratio | NA | -0.13 | -0.04 | -0.04 | -0.02 | 0.01 | 0.04 | 0.07 | -0.2 | 0.14 | -0.12 | 0.32 | -0.13 | 0.29 | 0.04 | -0.05 | 0.02 | 0.2 | 0.27 |
Alpha | NA | -0.06 | -0.03 | -0.01 | -0.02 | -0.01 | 0.0 | -0.02 | -0.02 | 0.0 | -0.07 | 0.02 | 0.01 | 0.01 | 0.0 | -0.01 | 0.02 | 0.0 | 0.02 |
Beta | NA | 0.79 | 0.76 | 0.69 | 0.77 | 0.77 | 0.75 | 0.71 | 0.68 | 0.67 | 0.86 | 0.61 | 0.73 | 0.74 | 0.78 | 0.81 | 0.77 | 0.76 | 0.57 |
RSquared | NA | 0.78 | 0.8 | 0.85 | 0.88 | 0.87 | 0.82 | 0.78 | 0.9 | 0.81 | 0.93 | 0.73 | 0.86 | 0.76 | 0.87 | 0.86 | 0.8 | 0.71 | 0.46 |
Yield(%) | N/A | 0.7 | 3.2 | 3.4 | 3.4 | 3.4 | N/A | 3.8 | 4.0 | 3.2 | 1.4 | 6.3 | 3.5 | 3.6 | 4.0 | 3.6 | 3.2 | 2.7 | 2.8 |
Dividend Growth(%) | N/A | -80.2 | -34.1 | -12.8 | 3.5 | N/A | N/A | -20.5 | 33.7 | 93.9 | -73.8 | 58.5 | 15.7 | -8.1 | -0.9 | 10.9 | 31.2 | 10.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/17/2012
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