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SPLV: Invesco S&P 500® Low Volatility ETF (ETF)
Basic Info 63.04 0.21(0.33%) April 18
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | (21%) |
Start Date: | 05/05/2011 |
Last Dividend Date: | 03/18/2024 |
12-Mo. Yield | 2.44% |
Expenses | 0.25% |
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Performance Analytics (As of 04/17/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 05/05/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.8 | 1.2 | 1.7 | 3.7 | 5.9 | 8.7 | 10.1 | 0.5 | -4.9 | 24.1 | -1.4 | 27.9 | -0.2 | 17.3 | 10.1 | 4.0 | 17.3 | 23.2 | 10.1 | 6.9 |
Sharpe Ratio | NA | 0.08 | -0.2 | 0.15 | 0.22 | 0.5 | 0.62 | -0.34 | -0.37 | 2.25 | -0.05 | 2.79 | -0.12 | 2.82 | 0.87 | 0.26 | 1.79 | 2.18 | 1.2 | 0.56 |
Draw Down(%) | NA | 4.3 | 9.6 | 17.3 | 36.2 | 36.2 | 36.2 | 9.8 | 17.3 | 5.8 | 36.2 | 3.6 | 11.5 | 2.7 | 7.7 | 11.3 | 4.8 | 7.1 | 5.9 | 12.5 |
Standard Deviation(%) | NA | 8.5 | 9.6 | 13.0 | 19.0 | 15.7 | 15.0 | 11.0 | 17.0 | 10.7 | 34.5 | 9.5 | 12.9 | 5.9 | 11.3 | 15.2 | 9.6 | 10.6 | 8.4 | 19.2 |
Treynor Ratio | NA | 0.01 | -0.03 | 0.03 | 0.05 | 0.1 | 0.12 | -0.05 | -0.08 | 0.39 | -0.02 | 0.47 | -0.02 | 0.28 | 0.15 | 0.04 | 0.21 | 0.27 | 0.18 | 0.16 |
Alpha | NA | -0.04 | -0.04 | -0.01 | -0.01 | 0.0 | 0.01 | -0.03 | -0.01 | 0.03 | -0.01 | 0.04 | 0.01 | 0.03 | 0.0 | 0.02 | 0.02 | -0.01 | 0.01 | 0.06 |
Beta | NA | 0.78 | 0.75 | 0.77 | 0.84 | 0.81 | 0.78 | 0.75 | 0.81 | 0.62 | 0.9 | 0.57 | 0.72 | 0.6 | 0.67 | 0.92 | 0.81 | 0.85 | 0.56 | 0.66 |
RSquared | NA | 0.73 | 0.66 | 0.73 | 0.8 | 0.78 | 0.78 | 0.66 | 0.8 | 0.54 | 0.87 | 0.47 | 0.78 | 0.51 | 0.61 | 0.86 | 0.83 | 0.8 | 0.72 | 0.92 |
Yield(%) | N/A | 0.6 | 2.4 | 2.2 | 2.4 | 3.2 | N/A | 2.4 | 2.0 | 1.9 | 2.1 | 2.6 | 2.2 | 2.3 | 2.2 | 2.3 | 2.5 | 3.0 | 3.2 | 2.2 |
Dividend Growth(%) | N/A | -76.5 | 11.7 | 16.9 | 40.7 | N/A | N/A | 14.2 | 30.1 | -14.9 | 0.0 | 18.6 | 6.2 | 15.7 | -6.7 | 7.2 | -3.5 | 3.6 | 53.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/05/2011
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