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DEF: Invesco Defensive Equity ETF (ETF)
Basic Info
| Asset Class: | LARGE VALUE |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 12/15/2006 |
| Last Dividend Date: | 12/18/2023 |
| 12-Mo. Yield | 1.72% |
| Expenses | 0.54% |
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Performance Analytics (As of 01/29/2024)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 12/15/2006 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.2 | 9.2 | 9.2 | 10.8 | 10.2 | 9.1 | 5.9 | 0.6 | 10.7 | -4.9 | 26.3 | 7.6 | 28.0 | -3.9 | 21.5 | 14.1 | -4.6 | 13.1 | 22.4 | 7.2 | -24.7 | 19.5 | 22.3 | -30.3 | 4.8 | -0.1 |
| Sharpe Ratio | NA | 0.43 | 0.51 | 0.49 | 0.58 | NA | 0.27 | 0.56 | 0.56 | -0.33 | 2.36 | 0.22 | 2.38 | -0.36 | 3.44 | 1.2 | -0.35 | 1.51 | 2.3 | 0.87 | -0.57 | 1.53 | 1.3 | -1.01 | 0.13 | -1.05 |
| Draw Down(%) | NA | 10.3 | 17.8 | 36.5 | 36.5 | NA | 47.9 | 1.7 | 10.3 | 17.7 | 6.7 | 36.5 | 5.2 | 16.1 | 2.4 | 6.8 | 13.5 | 7.2 | 7.9 | 6.6 | 35.0 | 9.5 | 21.8 | 40.3 | 11.6 | 0.9 |
| Standard Deviation(%) | NA | 11.4 | 14.2 | 19.2 | 15.8 | NA | 18.9 | 9.2 | 11.8 | 18.9 | 11.1 | 33.4 | 11.2 | 14.7 | 6.1 | 11.6 | 13.1 | 8.7 | 9.7 | 8.3 | 43.2 | 12.7 | 17.0 | 30.9 | 14.2 | 5.7 |
| Treynor Ratio | NA | 0.05 | 0.08 | 0.11 | 0.11 | NA | 0.08 | 0.07 | 0.07 | -0.07 | 0.39 | 0.08 | 0.3 | -0.06 | 0.3 | 0.2 | -0.06 | 0.19 | 0.29 | 0.13 | -0.48 | 0.35 | 0.59 | -0.59 | 0.02 | -0.09 |
| Alpha | NA | 0.0 | 0.0 | 0.0 | 0.01 | NA | 0.0 | -0.03 | 0.0 | -0.02 | 0.03 | 0.02 | 0.02 | 0.0 | 0.03 | 0.01 | -0.02 | 0.02 | -0.01 | 0.0 | -0.09 | 0.04 | 0.05 | -0.05 | 0.02 | -0.01 |
| Beta | NA | 0.91 | 0.89 | 0.87 | 0.84 | NA | 0.64 | 0.78 | 0.92 | 0.94 | 0.68 | 0.87 | 0.88 | 0.86 | 0.7 | 0.71 | 0.75 | 0.69 | 0.78 | 0.55 | 0.52 | 0.55 | 0.38 | 0.52 | 0.75 | 0.65 |
| RSquared | NA | 0.82 | 0.83 | 0.85 | 0.82 | NA | 0.54 | 0.46 | 0.85 | 0.89 | 0.61 | 0.86 | 0.81 | 0.84 | 0.67 | 0.66 | 0.77 | 0.74 | 0.79 | 0.71 | 0.11 | 0.64 | 0.49 | 0.54 | 0.81 | 0.67 |
| Yield(%) | N/A | 1.7 | 1.7 | 1.9 | 2.6 | 4.5 | N/A | 0.0 | 1.7 | 1.4 | 1.3 | 1.4 | 1.5 | 1.3 | 1.9 | 2.5 | 3.1 | 2.8 | 2.7 | 2.7 | 1.5 | 1.8 | 3.2 | 2.0 | 1.6 | 0.0 |
| Dividend Growth(%) | N/A | 18.1 | 42.0 | 0.6 | N/A | N/A | N/A | -100.0 | 18.1 | 25.6 | -1.8 | 22.5 | 5.7 | -19.2 | -10.6 | -26.4 | 19.6 | 22.4 | 5.4 | 99.2 | -3.4 | -31.1 | 12.6 | 22.0 | 6733.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/15/2006
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View Historical Data in an advanced chart |
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See LARGE VALUE Asset Class Trend Rankings |
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