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
Risk Overview Information Not Available
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 | ||||
---|---|---|---|---|---|---|
BMVP | Category Average | BMVP | Category Average | BMVP | Category 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 |
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