Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| XMMO (Invesco S&P MidCap Momentum ETF) | 3.14% | 13.46% | 16.81% | 16.34% | 15.44% | 15.25% | 11.87% | 11.89% |
Data as of 06/06/2025, AR inception is 03/03/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XMMO (Invesco S&P MidCap Momentum ETF) | 03/03/2005 | 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 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.24 | 13.46 | 16.81 | 16.34 | 15.44 | 15.25 | 11.87 | 11.89 | 3.14 | 38.03 | 20.39 | -16.01 | 16.69 | 29.19 | 36.79 | 6.11 | 37.19 | 3.40 | -4.58 | 10.61 | 27.48 | 14.72 | -5.74 | 29.58 | 23.61 | -44.06 | 27.56 | 9.34 | 16.36 |
| Sharpe Ratio | NA | 0.25 | 0.59 | 0.66 | 0.61 | NA | NA | 0.46 | -0.03 | 1.73 | 1.02 | -0.65 | 0.78 | 0.76 | 2.25 | 0.21 | 3.47 | 0.17 | -0.28 | 0.88 | 2.24 | 0.95 | -0.20 | 1.31 | 0.99 | -1.01 | 1.36 | 0.35 | 1.36 |
| Standard Deviation(%) | NA | 24.58 | 21.58 | 22.19 | 22.49 | NA | NA | 22.54 | 29.82 | 19.94 | 16.49 | 26.80 | 21.37 | 37.73 | 15.67 | 22.99 | 10.56 | 18.24 | 16.65 | 12.02 | 12.24 | 15.57 | 28.55 | 22.48 | 23.81 | 44.39 | 18.02 | 17.11 | 12.96 |
| Draw Down(%) | NA | 24.93 | 24.93 | 27.91 | 36.73 | NA | NA | 55.37 | 23.12 | 9.30 | 10.88 | 24.52 | 11.71 | 36.73 | 7.79 | 25.06 | 3.53 | 19.12 | 14.24 | 9.79 | 8.02 | 12.76 | 26.93 | 17.02 | 18.82 | 54.46 | 9.50 | 15.52 | 9.74 |
| Yield(%) | 0.00 | 0.54 | 0.93 | 1.02 | 1.27 | 2.10 | 1.80 | 1.80 | 0.24 | 0.47 | 0.97 | 1.18 | 0.48 | 0.78 | 0.81 | 0.20 | 0.29 | 0.23 | 0.61 | 1.36 | 1.61 | 1.19 | 0.29 | 0.35 | 0.09 | 0.00 | 0.01 | 0.64 | 0.00 |
Data as of 06/06/2025, AR inception is 03/03/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XMMO (Invesco S&P MidCap Momentum ETF) |
-12.36%
Feb 2006 - Feb 2009 |
-2.16%
Oct 2007 - Oct 2012 |
4.50%
Jan 2006 - Jan 2016 |
8.07%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XMMO (Invesco S&P MidCap Momentum ETF) |
27.68%
Feb 2016 - Feb 2019 |
25.57%
Feb 2016 - Feb 2021 |
17.26%
Sep 2011 - Sep 2021 |
16.38%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart