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SPVM: Invesco S&P 500 Value with Momentum ETF (ETF)
Basic Info 53.71 0.29(0.54%) May 03
Asset Class: | LARGE BLEND |
MyPlanIQ Rating: | (24%) |
Start Date: | 06/16/2011 |
Last Dividend Date: | 03/18/2024 |
12-Mo. Yield | 2.49% |
Expenses | 0.39% |
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Performance Analytics (As of 05/03/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/16/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.6 | 6.4 | 18.7 | 5.3 | 8.5 | 8.8 | 10.6 | 5.5 | -2.1 | 28.9 | -3.7 | 29.3 | -9.1 | 14.7 | 23.5 | -5.4 | 10.8 | 33.8 | 18.2 | -2.7 |
Sharpe Ratio | NA | 1.56 | 1.22 | 0.17 | 0.28 | 0.4 | 0.51 | 0.09 | -0.15 | 1.78 | -0.09 | 2.15 | -0.68 | 1.75 | 1.64 | -0.36 | 0.98 | 3.21 | 1.21 | -0.15 |
Draw Down(%) | NA | 5.6 | 8.3 | 19.5 | 45.3 | 45.3 | 45.3 | 12.1 | 19.5 | 7.7 | 45.3 | 9.5 | 17.5 | 4.7 | 10.4 | 13.5 | 8.4 | 5.7 | 13.4 | 20.2 |
Standard Deviation(%) | NA | 10.5 | 12.1 | 17.7 | 24.4 | 19.5 | 19.3 | 14.5 | 22.7 | 16.3 | 42.5 | 13.0 | 15.4 | 8.1 | 14.2 | 15.1 | 11.0 | 10.5 | 15.1 | 32.9 |
Treynor Ratio | NA | 0.32 | 0.22 | 0.04 | 0.07 | 0.08 | 0.11 | 0.02 | -0.04 | 0.33 | -0.04 | 0.31 | -0.14 | 0.15 | 0.29 | -0.07 | 0.16 | 0.46 | 0.26 | -0.06 |
Alpha | NA | 0.02 | 0.0 | 0.0 | -0.01 | -0.01 | 0.0 | -0.05 | 0.06 | 0.02 | -0.09 | 0.0 | -0.02 | -0.02 | 0.05 | -0.02 | 0.01 | 0.03 | 0.03 | -0.01 |
Beta | NA | 0.51 | 0.66 | 0.8 | 0.96 | 0.91 | 0.88 | 0.77 | 0.79 | 0.87 | 1.11 | 0.91 | 0.76 | 0.96 | 0.8 | 0.77 | 0.68 | 0.74 | 0.7 | 0.8 |
RSquared | NA | 0.34 | 0.42 | 0.64 | 0.73 | 0.7 | 0.66 | 0.5 | 0.75 | 0.51 | 0.82 | 0.78 | 0.71 | 0.63 | 0.55 | 0.63 | 0.51 | 0.61 | 0.36 | 0.54 |
Yield(%) | N/A | 0.5 | 2.4 | 2.2 | 2.4 | 3.1 | N/A | 2.5 | 2.2 | 1.8 | 1.5 | 3.0 | 2.7 | 1.8 | 3.4 | 2.5 | 2.1 | 2.5 | 2.6 | 1.4 |
Dividend Growth(%) | N/A | -78.0 | -13.1 | 14.8 | 17.1 | N/A | N/A | 7.0 | 57.5 | 12.3 | -36.9 | -2.8 | 65.6 | -34.0 | 27.6 | 26.7 | 7.1 | 14.3 | 81.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/16/2011
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