Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SPMO (Invesco S&P 500 Momentum ETF) | 12.54% | 28.05% | 24.93% | 20.77% | NA | NA | NA | 18.96% |
Data as of 06/06/2025, AR inception is 10/12/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPMO (Invesco S&P 500 Momentum ETF) | 10/12/2015 | 06/06/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.49 | 28.05 | 24.93 | 20.77 | NA | NA | NA | 18.96 | 12.54 | 45.81 | 17.56 | -10.45 | 22.64 | 28.27 | 25.93 | -0.90 | 27.75 | 7.16 | 2.79 |
| Sharpe Ratio | NA | 0.99 | 1.10 | 0.95 | NA | NA | NA | 0.80 | 0.93 | 2.15 | 1.02 | -0.52 | 1.33 | 0.77 | 1.92 | -0.10 | 2.86 | 0.66 | 1.18 |
| Standard Deviation(%) | NA | 24.93 | 19.67 | 19.97 | NA | NA | NA | 20.18 | 30.87 | 18.27 | 13.17 | 22.76 | 17.05 | 36.40 | 12.79 | 22.25 | 9.52 | 10.49 | 11.07 |
| Draw Down(%) | NA | 20.28 | 20.28 | 22.73 | NA | NA | NA | 30.92 | 20.28 | 13.16 | 8.63 | 22.73 | 10.68 | 30.92 | 5.91 | 23.38 | 3.06 | 9.11 | 3.55 |
| Yield(%) | 0.00 | 0.39 | 1.36 | 1.50 | 2.08 | 1.39 | 1.04 | 2.31 | 0.00 | 0.71 | 1.91 | 1.46 | 0.65 | 1.59 | 1.73 | 1.03 | 0.98 | 1.85 | 0.37 |
Data as of 06/06/2025, AR inception is 10/12/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPMO (Invesco S&P 500 Momentum ETF) |
5.99%
Aug 2020 - Aug 2023 |
8.76%
Sep 2018 - Sep 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPMO (Invesco S&P 500 Momentum ETF) |
25.59%
Dec 2018 - Dec 2021 |
22.17%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart