Unlock stock picks and a broker-level newsfeed that powers Wall Street.

NYSEArca - Delayed Quote USD

Invesco Bloomberg MVP Multi-fac (BMVP)

45.22
-0.58
(-1.27%)
At close: 3:55:00 PM EDT
45.25
-0.53
(-1.15%)
After hours: 4:05:12 PM EDT

ETF Summary

The fund generally will invest at least 90% of its total assets in securities that comprise the underlying index. The underlying index seeks to include the 50 securities with the strongest momentum, most muted volatility, most inexpensive valuations, and highest profitability based on an aggregated sector-neutral “MVP” score. Stocks are selected from the top of each sector and size category in a manner designed to produce an index with sector and size dispersion similar to the overall broad market.

Risk Overview

Performance & Risk

YTD Return -1.77%
5y Average Return 14.00%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.00
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
BMVPCategory AverageBMVPCategory AverageBMVPCategory Average
Alpha 0.57 -4.12 -1.7 -2.18 -4.01 -4.47
BETA 1 1.04 0.96 1.02 1.01 1.08
Mean Annual Return 0.9 0.53 1.36 1.4 0.76 0.78
R-squared 86.5 80.82 84.54 80.49 86 82.68
Standard Deviation 18.59 20.07 17.76 19.28 16.73 18.24
Sharpe Ratio 0.34 0.09 0.76 0.72 0.43 0.41
Treynor Ratio 4.84 -0.09 13.5 12.98 5.95 5.66

Related Tickers