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EELV: Invesco S&P Emerging Markets Low Volatility ETF (ETF)
Basic Info 23.16 0.05(0.22%) April 19
Asset Class: | DIVERSIFIED EMERGING MKTS |
MyPlanIQ Rating: | (37%) |
Start Date: | 01/13/2012 |
Last Dividend Date: | 03/18/2024 |
12-Mo. Yield | 3.11% |
Expenses | 0.29% |
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Performance Analytics (As of 04/18/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 01/13/2012 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.5 | -3.0 | 2.9 | 2.1 | 2.6 | 1.7 | 2.5 | 8.8 | -4.0 | 16.2 | -4.8 | 8.7 | -5.3 | 24.9 | 5.3 | -18.8 | -4.9 | -1.8 | 17.6 |
Sharpe Ratio | NA | -0.91 | 0.05 | 0.13 | 0.09 | 0.06 | 0.12 | 0.45 | -0.39 | 1.54 | -0.2 | 0.72 | -0.47 | 2.89 | 0.3 | -1.05 | -0.37 | -0.13 | 1.38 |
Draw Down(%) | NA | 4.5 | 9.7 | 19.0 | 33.4 | 36.4 | 36.4 | 9.7 | 19.0 | 4.9 | 33.4 | 9.2 | 15.4 | 2.9 | 11.4 | 26.6 | 16.7 | 14.8 | 10.1 |
Standard Deviation(%) | NA | 9.9 | 10.3 | 11.6 | 15.2 | 14.7 | 14.6 | 10.3 | 13.7 | 10.5 | 25.5 | 10.1 | 14.1 | 8.4 | 17.1 | 17.9 | 13.3 | 14.0 | 13.3 |
Treynor Ratio | NA | -0.14 | 0.01 | 0.03 | 0.02 | 0.01 | 0.02 | 0.07 | -0.09 | 0.34 | -0.06 | 0.1 | -0.09 | 0.3 | 0.06 | -0.22 | -0.06 | -0.02 | 0.29 |
Alpha | NA | -0.04 | -0.01 | 0.02 | 0.0 | 0.0 | 0.0 | 0.01 | 0.03 | 0.06 | -0.06 | -0.02 | 0.02 | 0.0 | -0.02 | -0.02 | -0.02 | 0.01 | 0.03 |
Beta | NA | 0.66 | 0.69 | 0.59 | 0.69 | 0.74 | 0.74 | 0.67 | 0.57 | 0.47 | 0.82 | 0.7 | 0.73 | 0.81 | 0.88 | 0.87 | 0.88 | 0.86 | 0.64 |
RSquared | NA | 0.53 | 0.63 | 0.63 | 0.71 | 0.73 | 0.72 | 0.65 | 0.7 | 0.52 | 0.81 | 0.75 | 0.75 | 0.71 | 0.81 | 0.77 | 0.73 | 0.74 | 0.61 |
Yield(%) | N/A | 0.6 | 4.1 | 3.9 | 3.4 | 2.9 | N/A | 4.2 | 3.3 | 4.8 | 1.8 | 3.1 | 4.9 | 3.5 | 2.4 | 2.1 | 3.1 | 2.0 | 1.1 |
Dividend Growth(%) | N/A | -84.4 | 21.5 | 12.3 | 10.2 | N/A | N/A | 20.0 | -25.9 | 151.2 | -38.6 | -44.0 | 71.2 | 52.1 | -7.7 | -37.3 | 43.1 | 107.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/13/2012
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